+379.4%
TTD vs TMF
-85.5%
+464.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.7% | -4.4% |
| 7D | +6.3% | -1.4% | +7.8% | +6.3% |
| 30D | -23.9% | -2.8% | -21.1% | -23.9% |
| 3M | -31.4% | -10.9% | -20.5% | -31.4% |
| 6M | -42.7% | -21.3% | -21.4% | -42.7% |
| YTD | -62.0% | -15.9% | -46.1% | -62.0% |
| 1Y | -72.2% | -15.7% | -56.5% | -72.2% |
| 3Y | -81.9% | -43.4% | -38.6% | -82.0% |
| 5Y | -81.5% | -87.8% | +6.2% | -83.4% |
| All | +379.4% | -85.5% | +464.9% | +386.2% |
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