+4,608.4%
SITM vs TMF
-87.1%
+4,695.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.2% | +6.6% |
| 7D | +9.7% | -1.4% | +11.2% | +9.7% |
| 30D | +12.7% | -2.8% | +15.5% | +12.7% |
| 3M | -13.4% | -10.9% | -2.5% | -13.4% |
| 6M | +59.6% | -21.3% | +80.9% | +59.5% |
| YTD | +73.3% | -15.9% | +89.2% | +73.2% |
| 1Y | +165.5% | -15.7% | +181.3% | +165.5% |
| 3Y | +368.7% | -43.4% | +412.1% | +364.2% |
| 5Y | +172.5% | -87.8% | +260.3% | +141.0% |
| All | +4,608.4% | -87.1% | +4,695.5% | +4,901.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling