+0.7%
TRI vs TMF
-88.3%
+89.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -7.2% | -3.4% | -3.8% | -7.0% |
| 30D | +4.4% | +11.5% | -7.1% | +3.7% |
| 3M | +4.5% | -4.5% | +9.0% | +4.7% |
| 6M | +23.7% | -15.0% | +38.7% | +24.7% |
| YTD | -14.4% | -19.9% | +5.5% | -13.5% |
| 1Y | -17.4% | -26.6% | +9.2% | -16.1% |
| 3Y | -11.0% | -29.8% | +18.8% | -10.3% |
| 5Y | +0.7% | -88.2% | +88.9% | +2.9% |
| All | +0.7% | -88.3% | +89.0% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling