+388.1%
TT vs SITM
+4,608.4%
-4,220.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | 0.0% |
| 7D | 0.0% | +9.7% | -9.7% | -1.2% |
| 30D | -7.2% | +12.7% | -19.9% | -9.2% |
| 3M | -3.0% | -13.4% | +10.5% | -2.6% |
| 6M | +1.4% | +59.6% | -58.3% | -7.0% |
| YTD | +15.9% | +73.3% | -57.4% | +4.7% |
| 1Y | +9.4% | +165.5% | -156.1% | -7.3% |
| 3Y | +124.4% | +368.7% | -244.3% | +68.1% |
| 5Y | +138.0% | +172.5% | -34.5% | +76.8% |
| All | +388.1% | +4,608.4% | -4,220.3% | +144.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling