+547.4%
TRI vs TMF
-70.3%
+617.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | -0.2% |
| 7D | -1.6% | -1.1% | -0.6% | -1.7% |
| 30D | +5.0% | +11.8% | -6.8% | +5.9% |
| 3M | +4.6% | -4.0% | +8.6% | +4.2% |
| 6M | +18.3% | -16.5% | +34.8% | +16.7% |
| YTD | -14.7% | -19.9% | +5.2% | -16.0% |
| 1Y | -16.7% | -25.6% | +8.9% | -18.4% |
| 3Y | -11.3% | -29.9% | +18.5% | -12.6% |
| 5Y | -0.6% | -88.2% | +87.7% | -18.4% |
| 10Y | +220.2% | -81.7% | +302.0% | +197.5% |
| All | +547.4% | -70.3% | +617.7% | +650.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling