+449.9%
TTMI vs TMF
-83.0%
+532.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.1% | +13.2% | +13.3% |
| 7D | -1.6% | +0.6% | -2.2% | -1.5% |
| 30D | -37.7% | +16.3% | -54.1% | -36.9% |
| 3M | -45.1% | -2.7% | -42.4% | -44.9% |
| 6M | -52.1% | -13.2% | -38.9% | -52.3% |
| YTD | +9.2% | -16.7% | +25.9% | +8.3% |
| 1Y | +12.9% | -22.7% | +35.6% | +11.4% |
| 3Y | +445.5% | -26.1% | +471.6% | +443.9% |
| 5Y | +427.9% | -88.4% | +516.3% | +292.0% |
| 10Y | +449.9% | -81.8% | +531.7% | +400.7% |
| All | +449.9% | -83.0% | +532.9% | +400.7% |
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