+165.5%
SITM vs TMF
-15.2%
+180.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.2% | +6.5% |
| 7D | +9.7% | -1.4% | +11.2% | +10.0% |
| 30D | +12.7% | -2.8% | +15.5% | +13.7% |
| 3M | -13.4% | -10.9% | -2.5% | -10.1% |
| 6M | +59.6% | -21.3% | +80.9% | +71.3% |
| YTD | +73.3% | -15.9% | +89.2% | +80.4% |
| 1Y | +165.5% | -15.7% | +181.3% | +179.5% |
| All | +165.5% | -15.2% | +180.8% | +179.5% |
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