+44.4%
SITM vs TMF
-23.9%
+68.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.5% | -11.8% | -9.5% |
| 7D | -19.5% | +4.0% | -23.5% | -19.9% |
| 30D | -43.2% | +19.5% | -62.7% | -45.6% |
| 3M | -30.8% | -3.5% | -27.3% | -28.8% |
| 6M | -28.6% | -10.6% | -18.0% | -24.2% |
| YTD | +14.2% | -17.1% | +31.2% | +22.1% |
| 1Y | +44.4% | -24.3% | +68.6% | +79.6% |
| All | +44.4% | -23.9% | +68.3% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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