-17.8%
TRI vs TMF
-42.4%
+24.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -7.1% | +1.0% | -8.1% | -7.2% |
| 30D | -2.3% | -1.8% | -0.5% | -2.2% |
| 3M | +19.6% | -8.2% | +27.8% | +20.1% |
| 6M | -8.7% | -19.5% | +10.8% | -7.4% |
| YTD | -22.3% | -16.0% | -6.3% | -21.5% |
| 1Y | -40.7% | -22.5% | -18.2% | -39.7% |
| 3Y | -17.8% | -42.3% | +24.5% | -17.1% |
| All | -17.8% | -42.4% | +24.6% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling