+132.3%
TT vs TMF
-88.6%
+220.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.3% |
| 7D | +4.0% | -9.3% | +13.3% | +4.6% |
| 30D | -11.3% | +1.9% | -13.2% | -11.5% |
| 3M | -12.3% | -11.2% | -1.1% | -11.7% |
| 6M | -10.8% | -17.7% | +6.9% | -9.9% |
| YTD | +8.2% | -24.5% | +32.6% | +9.8% |
| 1Y | +1.5% | -29.4% | +30.9% | +3.4% |
| 3Y | +91.5% | -33.4% | +124.9% | +92.9% |
| All | +132.3% | -88.6% | +220.9% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling