+505.6%
TRMB vs TMF
-69.2%
+574.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -16.7% | +1.2% | -17.9% | -16.5% |
| 30D | -9.9% | +19.7% | -29.6% | -7.9% |
| 3M | -7.6% | -2.1% | -5.5% | -7.7% |
| 6M | -14.7% | -13.4% | -1.2% | -16.1% |
| YTD | -30.9% | -16.7% | -14.2% | -32.4% |
| 1Y | -31.3% | -23.3% | -8.0% | -33.5% |
| 3Y | +29.4% | -24.8% | +54.2% | +27.6% |
| 5Y | -37.4% | -88.0% | +50.7% | -53.4% |
| 10Y | +109.2% | -84.7% | +193.9% | +81.6% |
| All | +505.6% | -69.2% | +574.8% | +699.8% |
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