+227.6%
TRU vs TMF
-77.6%
+305.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.4% | -6.3% | -5.9% |
| 7D | -6.8% | -1.4% | -5.3% | -6.8% |
| 30D | 0.0% | -2.8% | +2.9% | 0.0% |
| 3M | +13.3% | -10.9% | +24.2% | +13.2% |
| 6M | +3.4% | -21.3% | +24.8% | +3.2% |
| YTD | -6.4% | -15.9% | +9.5% | -6.5% |
| 1Y | -9.7% | -15.7% | +6.0% | -9.8% |
| 3Y | +0.1% | -43.4% | +43.5% | -1.3% |
| 5Y | -34.0% | -87.8% | +53.7% | -44.3% |
| 10Y | +147.9% | -86.7% | +234.6% | +120.4% |
| All | +227.6% | -77.6% | +305.2% | +230.9% |
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