+1,077.0%
TTMI vs TMF
-86.8%
+1,163.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +12.2% | +1.0% | +11.2% | +12.2% |
| 30D | -5.7% | -1.8% | -3.9% | -5.8% |
| 3M | -27.5% | -8.2% | -19.2% | -27.9% |
| 6M | +47.1% | -19.5% | +66.6% | +44.9% |
| YTD | +87.5% | -16.0% | +103.4% | +85.3% |
| 1Y | +175.2% | -22.5% | +197.7% | +170.5% |
| 3Y | +901.9% | -42.3% | +944.2% | +862.8% |
| 5Y | +843.5% | -87.7% | +931.2% | +606.0% |
| 10Y | +1,077.0% | -86.5% | +1,163.5% | +963.2% |
| All | +1,077.0% | -86.8% | +1,163.8% | +963.2% |
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 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