+148.2%
TT vs SITM
+164.5%
-16.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +1.4% | +3.7% | -2.3% | +0.9% |
| 30D | -6.7% | -14.5% | +7.8% | -5.0% |
| 3M | -5.4% | -10.6% | +5.1% | -5.3% |
| 6M | +4.4% | +65.5% | -61.2% | -5.3% |
| YTD | +14.9% | +67.0% | -52.1% | +3.5% |
| 1Y | +9.3% | +138.6% | -129.3% | -7.3% |
| 3Y | +121.7% | +421.8% | -300.1% | +60.3% |
| 5Y | +148.2% | +172.4% | -24.3% | +74.2% |
| All | +148.2% | +164.5% | -16.4% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling