+565.6%
TRMB vs TMF
-68.9%
+634.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -2.5% | -1.4% | -1.1% | -2.7% |
| 30D | +1.5% | -2.8% | +4.4% | +1.2% |
| 3M | +6.8% | -10.9% | +17.7% | +5.3% |
| 6M | -14.9% | -21.3% | +6.4% | -17.4% |
| YTD | -24.1% | -15.9% | -8.2% | -25.6% |
| 1Y | -25.4% | -15.7% | -9.7% | -26.8% |
| 3Y | +8.0% | -43.4% | +51.4% | +2.4% |
| 5Y | -37.3% | -87.8% | +50.5% | -53.1% |
| 10Y | +116.8% | -86.7% | +203.5% | +81.8% |
| All | +565.6% | -68.9% | +634.4% | +779.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling