+98.9%
TRMB vs TMF
-83.0%
+181.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -17.0% | +0.6% | -17.5% | -16.9% |
| 30D | -9.0% | +16.3% | -25.3% | -8.7% |
| 3M | -8.1% | -2.7% | -5.4% | -8.2% |
| 6M | -10.1% | -13.2% | +3.1% | -10.4% |
| YTD | -30.2% | -16.7% | -13.5% | -30.5% |
| 1Y | -30.7% | -22.7% | -8.0% | -31.2% |
| 3Y | +32.6% | -26.1% | +58.7% | +32.3% |
| 5Y | -38.1% | -88.4% | +50.3% | -46.8% |
| 10Y | +98.9% | -81.8% | +180.7% | +105.4% |
| All | +98.9% | -83.0% | +181.9% | +105.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling