+224.6%
TRI vs TMF
-81.8%
+306.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +0.4% |
| 7D | -7.5% | -8.2% | +0.7% | -7.5% |
| 30D | +3.9% | +5.3% | -1.4% | +4.0% |
| 3M | +7.2% | -8.5% | +15.6% | +7.1% |
| 6M | +27.0% | -17.2% | +44.1% | +26.7% |
| YTD | -14.0% | -23.4% | +9.4% | -14.3% |
| 1Y | -17.7% | -30.2% | +12.6% | -17.9% |
| 3Y | -10.7% | -32.9% | +22.3% | -10.7% |
| 5Y | +0.6% | -88.5% | +89.2% | -9.0% |
| All | +224.6% | -81.8% | +306.4% | +206.1% |
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