+802.2%
TTMI vs SITM
+176.0%
+626.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.1% |
| 7D | +6.0% | +4.8% | +1.2% | +4.7% |
| 30D | -6.4% | -9.7% | +3.3% | -3.6% |
| 3M | -28.9% | -9.3% | -19.6% | -27.0% |
| 6M | +26.9% | +69.5% | -42.6% | +11.1% |
| YTD | +77.3% | +70.5% | +6.8% | +54.5% |
| 1Y | +147.5% | +145.3% | +2.2% | +98.6% |
| 3Y | +847.6% | +432.8% | +414.8% | +513.9% |
| 5Y | +802.2% | +174.0% | +628.2% | +465.9% |
| All | +802.2% | +176.0% | +626.2% | +465.9% |
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