-31.0%
TRMB vs TMF
-23.9%
-7.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.5% | -19.8% | -18.0% |
| 7D | -15.7% | +4.0% | -19.7% | -16.8% |
| 30D | -7.8% | +19.5% | -27.2% | -13.0% |
| 3M | -9.3% | -3.5% | -5.8% | -8.6% |
| 6M | -20.8% | -10.6% | -10.2% | -18.9% |
| YTD | -30.8% | -17.1% | -13.7% | -27.5% |
| 1Y | -31.0% | -24.3% | -6.7% | -26.7% |
| All | -31.0% | -23.9% | -7.1% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling