+169.2%
SITM vs TMF
-87.6%
+256.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +8.4% | +1.0% | +7.4% | +8.3% |
| 30D | -17.4% | -1.8% | -15.6% | -17.4% |
| 3M | -9.8% | -8.2% | -1.6% | -9.6% |
| 6M | +83.0% | -19.5% | +102.5% | +84.2% |
| YTD | +69.6% | -16.0% | +85.5% | +70.4% |
| 1Y | +144.9% | -22.5% | +167.4% | +146.5% |
| 3Y | +429.9% | -42.3% | +472.1% | +428.6% |
| 5Y | +169.2% | -87.7% | +256.9% | +118.6% |
| All | +169.2% | -87.6% | +256.8% | +118.6% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling