+183.4%
TRU vs TMF
-82.1%
+265.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | 0.0% | -9.3% | +9.3% | +0.3% |
| 30D | +21.3% | +1.9% | +19.4% | +21.3% |
| 3M | +0.2% | -11.2% | +11.5% | +0.5% |
| 6M | +22.4% | -17.7% | +40.1% | +22.7% |
| YTD | -4.8% | -24.5% | +19.6% | -4.5% |
| 1Y | -0.2% | -29.4% | +29.3% | +0.2% |
| 3Y | +57.9% | -33.4% | +91.3% | +58.9% |
| 5Y | -26.1% | -88.7% | +62.6% | -36.2% |
| All | +183.4% | -82.1% | +265.5% | +172.8% |
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 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