+954.5%
TTMI vs TMF
-70.3%
+1,024.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.9% | -0.2% | -4.8% |
| 7D | -11.5% | -1.1% | -10.5% | -11.6% |
| 30D | -40.3% | +11.8% | -52.1% | -38.8% |
| 3M | -44.5% | -4.0% | -40.4% | -44.4% |
| 6M | -54.1% | -16.5% | -37.6% | -55.1% |
| YTD | +4.7% | -19.9% | +24.6% | +1.5% |
| 1Y | +3.3% | -25.6% | +28.9% | -1.2% |
| 3Y | +407.2% | -29.9% | +437.1% | +391.8% |
| 5Y | +406.5% | -88.2% | +494.8% | +231.8% |
| 10Y | +420.4% | -81.7% | +502.1% | +344.2% |
| All | +954.5% | -70.3% | +1,024.8% | +1,197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling