+102.0%
TRMB vs TMF
-84.4%
+186.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -16.7% | +1.2% | -17.9% | -16.6% |
| 30D | -9.9% | +19.7% | -29.6% | -9.5% |
| 3M | -7.6% | -2.1% | -5.5% | -7.6% |
| 6M | -14.7% | -13.4% | -1.2% | -15.0% |
| YTD | -30.9% | -16.7% | -14.2% | -31.3% |
| 1Y | -31.3% | -23.3% | -8.0% | -31.9% |
| 3Y | +29.4% | -24.8% | +54.2% | +29.2% |
| 5Y | -37.4% | -88.0% | +50.7% | -46.1% |
| All | +102.0% | -84.4% | +186.4% | +99.9% |
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