+7.8%
TTMI vs TMF
-22.6%
+30.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.1% | +13.2% | +13.3% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | -37.7% | +16.3% | -54.1% | -40.2% |
| 3M | -45.1% | -2.7% | -42.4% | -42.7% |
| 6M | -52.1% | -13.2% | -38.9% | -47.1% |
| YTD | +9.2% | -16.7% | +25.9% | +22.2% |
| All | +7.8% | -22.6% | +30.4% | +24.8% |
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