+4,770.1%
TT vs TMF
-69.1%
+4,839.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.3% |
| 7D | -9.0% | +2.7% | -11.7% | -8.6% |
| 30D | -17.6% | +19.3% | -36.9% | -15.5% |
| 3M | -18.7% | -3.7% | -15.0% | -18.9% |
| 6M | -17.4% | -11.3% | -6.1% | -18.6% |
| YTD | +1.5% | -16.6% | +18.1% | -0.7% |
| 1Y | -9.4% | -21.1% | +11.7% | -12.1% |
| 3Y | +85.1% | -26.8% | +111.9% | +81.6% |
| 5Y | +125.7% | -88.0% | +213.8% | +60.8% |
| 10Y | +757.3% | -84.7% | +842.0% | +620.8% |
| All | +4,770.1% | -69.1% | +4,839.2% | +5,590.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling