+292.5%
TRV vs TMF
-86.4%
+378.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | -0.1% |
| 7D | -1.8% | -4.8% | +3.0% | -2.2% |
| 30D | -2.1% | -4.9% | +2.8% | -2.5% |
| 3M | +21.2% | -13.4% | +34.6% | +19.8% |
| 6M | +22.0% | -23.0% | +45.1% | +19.5% |
| YTD | +27.7% | -20.2% | +47.9% | +25.5% |
| 1Y | +36.6% | -26.5% | +63.0% | +33.3% |
| 3Y | +141.1% | -45.2% | +186.2% | +131.6% |
| 5Y | +157.6% | -88.4% | +246.0% | +104.0% |
| All | +292.5% | -86.4% | +378.9% | +228.5% |
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