+753.3%
TT vs TMF
-84.4%
+837.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -2.0% | +1.2% | -3.2% | -1.9% |
| 30D | -14.0% | +19.7% | -33.8% | -13.2% |
| 3M | -15.9% | -2.1% | -13.8% | -15.9% |
| 6M | -17.3% | -13.4% | -3.9% | -17.9% |
| YTD | +4.0% | -16.7% | +20.7% | +3.1% |
| 1Y | -7.1% | -23.3% | +16.2% | -8.3% |
| 3Y | +90.2% | -24.8% | +115.1% | +89.6% |
| 5Y | +131.1% | -88.0% | +219.2% | +82.4% |
| All | +753.3% | -84.4% | +837.7% | +658.8% |
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 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