+855.8%
TTMI vs SITM
+4,437.5%
-3,581.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.6% |
| 7D | +7.5% | +3.7% | +3.8% | +6.6% |
| 30D | -4.5% | -14.5% | +10.0% | -0.8% |
| 3M | -28.5% | -10.6% | -18.0% | -26.6% |
| 6M | +28.4% | +65.5% | -37.2% | +15.4% |
| YTD | +80.1% | +67.0% | +13.1% | +61.2% |
| 1Y | +161.0% | +138.6% | +22.4% | +117.6% |
| 3Y | +862.4% | +421.8% | +440.6% | +563.2% |
| 5Y | +812.9% | +172.4% | +640.5% | +524.6% |
| All | +855.8% | +4,437.5% | -3,581.7% | +308.7% |
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