-4.5%
TT vs TMF
-23.9%
+19.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.1% | -1.9% |
| 7D | -8.5% | +4.0% | -12.4% | -8.9% |
| 30D | -12.8% | +19.5% | -32.3% | -15.5% |
| 3M | -12.9% | -3.5% | -9.3% | -11.6% |
| 6M | -15.2% | -10.6% | -4.7% | -12.6% |
| YTD | +6.2% | -17.1% | +23.3% | +10.6% |
| 1Y | -4.5% | -24.3% | +19.7% | +0.6% |
| All | -4.5% | -23.9% | +19.4% | +0.6% |
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