+4,437.5%
SITM vs TMF
-87.3%
+4,524.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.5% |
| 7D | +3.7% | -0.9% | +4.6% | +3.7% |
| 30D | -14.5% | -1.0% | -13.5% | -14.5% |
| 3M | -10.6% | -11.3% | +0.7% | -10.6% |
| 6M | +65.5% | -22.7% | +88.2% | +65.4% |
| YTD | +67.0% | -17.3% | +84.4% | +66.9% |
| 1Y | +138.6% | -22.5% | +161.1% | +138.4% |
| 3Y | +421.8% | -43.2% | +465.0% | +417.0% |
| 5Y | +172.4% | -88.3% | +260.7% | +140.3% |
| All | +4,437.5% | -87.3% | +4,524.8% | +4,719.6% |
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 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