+3,318.8%
SITM vs TMF
-87.7%
+3,406.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -2.8% |
| 7D | -0.1% | -1.1% | +1.0% | -0.1% |
| 30D | -27.4% | +11.8% | -39.2% | -27.4% |
| 3M | -35.6% | -4.0% | -31.5% | -35.5% |
| 6M | -46.6% | -16.5% | -30.1% | -46.6% |
| YTD | +25.8% | -19.9% | +45.7% | +25.8% |
| 1Y | +38.2% | -25.6% | +63.8% | +38.2% |
| 3Y | +311.5% | -29.9% | +341.4% | +310.8% |
| 5Y | +94.6% | -88.2% | +182.9% | +72.1% |
| All | +3,318.8% | -87.7% | +3,406.6% | +3,533.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling