-9.7%
TRI vs TMF
-88.0%
+78.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.8% |
| 7D | -8.4% | -0.9% | -7.5% | -8.3% |
| 30D | -6.5% | -1.0% | -5.5% | -6.4% |
| 3M | +18.6% | -11.3% | +29.9% | +19.3% |
| 6M | -10.4% | -22.7% | +12.3% | -9.2% |
| YTD | -23.7% | -17.3% | -6.4% | -23.0% |
| 1Y | -42.5% | -22.5% | -20.0% | -41.7% |
| 3Y | -19.3% | -43.2% | +23.9% | -18.0% |
| 5Y | -9.7% | -88.3% | +78.7% | -5.7% |
| All | -9.7% | -88.0% | +78.3% | -5.7% |
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