+161.7%
TTMI vs SITM
+155.7%
+6.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.5% | -2.2% | +0.6% |
| 7D | +0.7% | +3.9% | -3.2% | -1.2% |
| 30D | -8.4% | -6.6% | -1.9% | -5.3% |
| 3M | -32.5% | -11.9% | -20.6% | -29.4% |
| 6M | +32.5% | +81.1% | -48.7% | -3.5% |
| YTD | +83.2% | +80.0% | +3.3% | +33.1% |
| 1Y | +161.7% | +145.8% | +15.8% | +66.8% |
| All | +161.7% | +155.7% | +6.0% | +66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling