+191.1%
TRI vs TMF
-86.4%
+277.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -7.9% | -5.1% | -2.8% | -7.9% |
| 30D | -4.5% | -4.6% | +0.1% | -4.5% |
| 3M | +22.1% | -16.6% | +38.7% | +21.9% |
| 6M | -2.8% | -19.9% | +17.1% | -3.0% |
| YTD | -23.4% | -20.2% | -3.3% | -23.6% |
| 1Y | -41.5% | -27.7% | -13.8% | -41.7% |
| 3Y | -19.2% | -43.9% | +24.7% | -19.8% |
| 5Y | -9.4% | -88.4% | +79.0% | -17.9% |
| All | +191.1% | -86.4% | +277.5% | +174.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling