+1,733.6%
TTMI vs TMF
-68.9%
+1,802.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.5% | +8.9% |
| 7D | +5.9% | -1.4% | +7.3% | +5.6% |
| 30D | -4.3% | -2.8% | -1.5% | -4.7% |
| 3M | -32.0% | -10.9% | -21.1% | -33.3% |
| 6M | +19.5% | -21.3% | +40.8% | +14.4% |
| YTD | +82.0% | -15.9% | +97.9% | +76.6% |
| 1Y | +172.6% | -15.7% | +188.4% | +165.2% |
| 3Y | +744.7% | -43.4% | +788.0% | +674.9% |
| 5Y | +805.6% | -87.8% | +893.3% | +494.9% |
| 10Y | +1,057.6% | -86.7% | +1,144.3% | +791.7% |
| All | +1,733.6% | -68.9% | +1,802.4% | +2,158.8% |
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 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