+3,415.8%
SITM vs TMF
-87.2%
+3,503.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.1% | +9.6% | +9.6% |
| 7D | +9.4% | +0.6% | +8.8% | +9.4% |
| 30D | -25.4% | +16.3% | -41.7% | -25.3% |
| 3M | -37.0% | -2.7% | -34.3% | -36.9% |
| 6M | -45.1% | -13.2% | -32.0% | -45.1% |
| YTD | +29.4% | -16.7% | +46.1% | +29.5% |
| 1Y | +39.8% | -22.7% | +62.5% | +39.8% |
| 3Y | +328.2% | -26.1% | +354.3% | +327.8% |
| 5Y | +87.4% | -88.4% | +175.8% | +65.1% |
| All | +3,415.8% | -87.2% | +3,503.0% | +3,638.2% |
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