+36.8%
TRMB vs TMF
-31.3%
+68.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.3% | -0.9% |
| 7D | +4.1% | -8.2% | +12.2% | +4.7% |
| 30D | -7.0% | +5.3% | -12.3% | -7.4% |
| 3M | -0.9% | -8.5% | +7.6% | -0.5% |
| 6M | -1.2% | -17.2% | +16.0% | -0.2% |
| YTD | -28.7% | -23.4% | -5.3% | -27.8% |
| 1Y | -32.1% | -30.2% | -1.8% | -31.0% |
| All | +36.8% | -31.3% | +68.1% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling