+420.2%
SITM vs TMF
-41.6%
+461.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.2% | +6.5% |
| 7D | +9.7% | -1.4% | +11.2% | +9.8% |
| 30D | +12.7% | -2.8% | +15.5% | +12.9% |
| 3M | -13.4% | -10.9% | -2.5% | -12.7% |
| 6M | +59.6% | -21.3% | +80.9% | +62.1% |
| YTD | +73.3% | -15.9% | +89.2% | +75.2% |
| 1Y | +165.5% | -15.7% | +181.3% | +168.5% |
| All | +420.2% | -41.6% | +461.8% | +445.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling