-36.3%
TRMB vs TMF
-88.6%
+52.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.3% |
| 7D | +2.8% | -9.3% | +12.1% | +3.4% |
| 30D | -5.9% | +1.9% | -7.8% | -6.0% |
| 3M | -3.3% | -11.2% | +7.9% | -2.7% |
| 6M | +1.3% | -17.7% | +19.1% | +2.4% |
| YTD | -29.0% | -24.5% | -4.5% | -27.9% |
| 1Y | -27.8% | -29.4% | +1.7% | -26.5% |
| 3Y | +36.3% | -33.4% | +69.7% | +37.5% |
| All | -36.3% | -88.6% | +52.3% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling