-36.2%
TRU vs TMF
-88.0%
+51.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -6.5% | -0.9% | -5.6% | -6.4% |
| 30D | -2.5% | -1.0% | -1.5% | -2.4% |
| 3M | +10.4% | -11.3% | +21.6% | +12.0% |
| 6M | +1.6% | -22.7% | +24.4% | +4.9% |
| YTD | -9.7% | -17.3% | +7.6% | -7.5% |
| 1Y | -17.3% | -22.5% | +5.2% | -14.7% |
| 3Y | -1.8% | -43.2% | +41.4% | +2.3% |
| 5Y | -36.2% | -88.3% | +52.1% | -35.3% |
| All | -36.2% | -88.0% | +51.7% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling