+106.1%
TRMB vs TMF
-81.8%
+187.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | +4.1% | -3.4% | +7.5% | +4.0% |
| 30D | -5.1% | +11.5% | -16.6% | -4.8% |
| 3M | -2.6% | -4.5% | +1.9% | -2.7% |
| 6M | -2.7% | -15.0% | +12.3% | -3.1% |
| YTD | -27.9% | -19.9% | -8.1% | -28.3% |
| 1Y | -29.0% | -26.6% | -2.5% | -29.6% |
| 3Y | +35.0% | -29.8% | +64.8% | +34.5% |
| 5Y | -33.9% | -88.2% | +54.3% | -42.9% |
| 10Y | +106.1% | -81.4% | +187.5% | +111.7% |
| All | +106.1% | -81.8% | +187.9% | +111.7% |
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 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