+5,458.4%
TT vs TMF
-68.9%
+5,527.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.9% |
| 7D | 0.0% | -1.4% | +1.4% | -0.2% |
| 30D | -7.2% | -2.8% | -4.3% | -7.5% |
| 3M | -3.0% | -10.9% | +7.9% | -4.5% |
| 6M | +1.4% | -21.3% | +22.7% | -2.0% |
| YTD | +15.9% | -15.9% | +31.8% | +13.3% |
| 1Y | +9.4% | -15.7% | +25.2% | +7.1% |
| 3Y | +124.4% | -43.4% | +167.7% | +110.6% |
| 5Y | +138.0% | -87.8% | +225.8% | +70.4% |
| 10Y | +886.4% | -86.7% | +973.1% | +699.2% |
| All | +5,458.4% | -68.9% | +5,527.3% | +6,389.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling