+183.0%
TRU vs TMF
-81.8%
+264.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -1.1% |
| 7D | -2.2% | -8.2% | +6.0% | -2.0% |
| 30D | +20.2% | +5.3% | +14.8% | +20.1% |
| 3M | +2.2% | -8.5% | +10.7% | +2.4% |
| 6M | +17.6% | -17.2% | +34.8% | +17.9% |
| YTD | -5.0% | -23.4% | +18.5% | -4.6% |
| 1Y | -1.0% | -30.2% | +29.3% | -0.6% |
| 3Y | +56.5% | -32.9% | +89.4% | +57.4% |
| 5Y | -26.2% | -88.5% | +62.3% | -36.3% |
| All | +183.0% | -81.8% | +264.9% | +172.4% |
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