+224.7%
TRI vs TMF
-82.1%
+306.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -2.9% | -9.3% | +6.4% | -2.9% |
| 30D | +3.7% | +1.9% | +1.8% | +3.7% |
| 3M | +3.7% | -11.2% | +14.9% | +3.6% |
| 6M | +35.1% | -17.7% | +52.8% | +34.9% |
| YTD | -14.0% | -24.5% | +10.4% | -14.2% |
| 1Y | -19.0% | -29.4% | +10.5% | -19.2% |
| 3Y | -12.0% | -33.4% | +21.4% | -12.0% |
| 5Y | +0.6% | -88.7% | +89.4% | -8.9% |
| All | +224.7% | -82.1% | +306.8% | +206.2% |
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