+464.6%
TTD vs TMF
-84.4%
+549.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +5.2% | +1.2% | +4.0% | +5.2% |
| 30D | +6.9% | +19.7% | -12.8% | +7.0% |
| 3M | -26.8% | -2.1% | -24.7% | -26.9% |
| 6M | -46.1% | -13.4% | -32.7% | -46.2% |
| YTD | -65.9% | -16.7% | -49.2% | -66.0% |
| 1Y | -71.8% | -23.3% | -48.5% | -71.9% |
| 3Y | -83.3% | -24.8% | -58.5% | -83.3% |
| 5Y | -81.1% | -88.0% | +6.9% | -83.4% |
| All | +464.6% | -84.4% | +549.0% | +412.7% |
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