-74.8%
TTD vs TMF
-28.1%
-46.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.6% | +3.6% |
| 7D | +20.8% | -3.4% | +24.1% | +21.0% |
| 30D | +33.8% | +11.5% | +22.3% | +32.9% |
| 3M | +17.8% | -4.5% | +22.4% | +17.9% |
| 6M | -25.7% | -15.0% | -10.8% | -25.5% |
| YTD | -57.9% | -19.9% | -38.1% | -57.7% |
| 1Y | -63.8% | -26.6% | -37.3% | -63.6% |
| All | -74.8% | -28.1% | -46.7% | -75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling