+348.3%
TRV vs TMF
-81.8%
+430.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.4% | -3.4% | +1.0% | -2.7% |
| 30D | +7.5% | +11.5% | -4.0% | +8.5% |
| 3M | +6.7% | -4.5% | +11.2% | +6.3% |
| 6M | +35.5% | -15.0% | +50.4% | +33.7% |
| YTD | +39.3% | -19.9% | +59.1% | +36.9% |
| 1Y | +41.8% | -26.6% | +68.4% | +38.3% |
| 3Y | +147.3% | -29.8% | +177.1% | +143.9% |
| 5Y | +178.3% | -88.2% | +266.5% | +119.1% |
| 10Y | +348.3% | -81.4% | +429.7% | +276.4% |
| All | +348.3% | -81.8% | +430.1% | +276.4% |
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