-38.4%
TRI vs TMF
-15.2%
-23.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.4% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | +7.9% | -2.8% | +10.7% | +7.6% |
| 3M | +24.1% | -10.9% | +35.0% | +22.7% |
| 6M | +3.8% | -21.3% | +25.1% | +2.6% |
| YTD | -16.9% | -15.9% | -1.0% | -17.9% |
| 1Y | -38.4% | -15.7% | -22.7% | -38.7% |
| All | -38.4% | -15.2% | -23.1% | -38.7% |
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