+500.3%
TRMB vs TMF
-69.1%
+569.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -17.9% | +2.7% | -20.6% | -17.6% |
| 30D | -12.0% | +19.3% | -31.3% | -10.1% |
| 3M | -8.4% | -3.7% | -4.8% | -8.8% |
| 6M | -21.5% | -11.3% | -10.2% | -22.6% |
| YTD | -31.5% | -16.6% | -14.9% | -32.9% |
| 1Y | -33.4% | -21.1% | -12.3% | -35.2% |
| 3Y | +26.5% | -26.8% | +53.3% | +24.2% |
| 5Y | -37.9% | -88.0% | +50.1% | -53.8% |
| 10Y | +107.3% | -84.7% | +192.0% | +80.1% |
| All | +500.3% | -69.1% | +569.5% | +693.0% |
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 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