+38.2%
SITM vs TMF
-25.6%
+63.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -28.8% |
| 3M | -35.6% | -4.0% | -31.5% | -34.4% |
| 6M | -46.6% | -16.5% | -30.1% | -42.8% |
| YTD | +25.8% | -19.9% | +45.7% | +32.8% |
| 1Y | +38.2% | -25.6% | +63.8% | +54.9% |
| All | +38.2% | -25.6% | +63.8% | +54.9% |
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