+293.8%
TRV vs TMF
-86.4%
+380.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +4.0% | +0.2% |
| 7D | -1.5% | -4.8% | +3.3% | -1.9% |
| 30D | -1.8% | -4.9% | +3.1% | -2.2% |
| 3M | +21.6% | -13.4% | +35.0% | +20.2% |
| 6M | +22.5% | -23.0% | +45.5% | +19.9% |
| YTD | +28.1% | -20.2% | +48.3% | +25.9% |
| 1Y | +37.0% | -26.5% | +63.5% | +33.7% |
| 3Y | +141.9% | -45.2% | +187.1% | +132.4% |
| 5Y | +158.5% | -88.4% | +246.9% | +104.7% |
| All | +293.8% | -86.4% | +380.3% | +229.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling