+366.4%
TTMI vs TMF
-88.0%
+454.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.2% | +7.1% | +6.9% |
| 7D | -19.8% | +1.2% | -21.0% | -19.9% |
| 30D | -48.1% | +19.7% | -67.9% | -48.9% |
| 3M | -51.2% | -2.1% | -49.1% | -51.2% |
| 6M | -59.6% | -13.4% | -46.2% | -59.2% |
| YTD | -3.6% | -16.7% | +13.1% | -2.4% |
| 1Y | -2.3% | -23.3% | +21.0% | -0.7% |
| 3Y | +369.4% | -24.8% | +394.2% | +373.0% |
| All | +366.4% | -88.0% | +454.4% | +349.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling