+143.3%
TRU vs TMF
-86.4%
+229.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | -0.1% |
| 7D | -9.4% | -4.8% | -4.6% | -9.3% |
| 30D | -4.1% | -4.9% | +0.8% | -4.0% |
| 3M | +13.6% | -13.4% | +27.0% | +13.8% |
| 6M | +3.6% | -23.0% | +26.6% | +3.9% |
| YTD | -9.8% | -20.2% | +10.4% | -9.5% |
| 1Y | -13.6% | -26.5% | +12.8% | -13.3% |
| 3Y | -2.0% | -45.2% | +43.2% | -2.3% |
| 5Y | -35.8% | -88.4% | +52.6% | -44.0% |
| All | +143.3% | -86.4% | +229.7% | +133.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling