+138.6%
SITM vs TMF
-23.1%
+161.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.2% |
| 7D | +3.7% | -0.9% | +4.6% | +3.9% |
| 30D | -14.5% | -1.0% | -13.5% | -14.3% |
| 3M | -10.6% | -11.3% | +0.7% | -7.4% |
| 6M | +65.5% | -22.7% | +88.2% | +77.8% |
| YTD | +67.0% | -17.3% | +84.4% | +73.9% |
| 1Y | +138.6% | -22.5% | +161.1% | +157.8% |
| All | +138.6% | -23.1% | +161.7% | +157.8% |
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