+17.4%
TTMI vs TMF
-30.5%
+47.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.9% |
| 7D | +11.4% | -9.3% | +20.7% | +11.3% |
| 30D | -28.3% | +1.9% | -30.2% | -29.8% |
| 3M | -46.7% | -11.2% | -35.4% | -44.5% |
| 6M | -56.1% | -17.7% | -38.4% | -52.7% |
| YTD | +7.4% | -24.5% | +31.8% | +20.2% |
| 1Y | +17.4% | -29.4% | +46.8% | +34.9% |
| All | +17.4% | -30.5% | +47.9% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling