+750.6%
TT vs TMF
-83.0%
+833.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +1.7% | +0.6% | +1.2% | +1.8% |
| 30D | -11.8% | +16.3% | -28.1% | -11.1% |
| 3M | -12.6% | -2.7% | -9.9% | -12.6% |
| 6M | -9.4% | -13.2% | +3.8% | -9.9% |
| YTD | +8.8% | -16.7% | +25.5% | +7.9% |
| 1Y | -2.5% | -22.7% | +20.2% | -3.7% |
| 3Y | +95.7% | -26.1% | +121.7% | +94.8% |
| 5Y | +135.7% | -88.4% | +224.2% | +85.4% |
| 10Y | +750.6% | -81.8% | +832.4% | +685.3% |
| All | +750.6% | -83.0% | +833.6% | +685.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling