-73.1%
TTD vs TMF
-21.2%
-51.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | +1.7% | +1.0% | +0.8% | +1.6% |
| 30D | +1.6% | -1.8% | +3.4% | +1.6% |
| 3M | -27.8% | -8.2% | -19.6% | -27.8% |
| 6M | -52.1% | -19.5% | -32.6% | -52.5% |
| YTD | -63.1% | -16.0% | -47.1% | -63.5% |
| 1Y | -73.1% | -22.5% | -50.6% | -73.1% |
| All | -73.1% | -21.2% | -51.9% | -73.1% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling