+236.7%
TRU vs TMF
-78.6%
+315.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | 0.0% | -3.4% | +3.3% | 0.0% |
| 30D | +24.3% | +11.5% | +12.7% | +24.2% |
| 3M | +2.3% | -4.5% | +6.8% | +2.2% |
| 6M | +17.7% | -15.0% | +32.6% | +17.5% |
| YTD | -3.8% | -19.9% | +16.1% | -4.0% |
| 1Y | -0.3% | -26.6% | +26.3% | -0.6% |
| 3Y | +58.4% | -29.8% | +88.2% | +58.4% |
| 5Y | -24.0% | -88.2% | +64.2% | -35.9% |
| 10Y | +187.9% | -81.4% | +269.3% | +175.2% |
| All | +236.7% | -78.6% | +315.3% | +239.9% |
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