+154.5%
TRV vs TMF
-88.0%
+242.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.3% |
| 7D | +0.2% | -0.9% | +1.1% | +0.2% |
| 30D | -2.3% | -1.0% | -1.4% | -2.3% |
| 3M | +22.7% | -11.3% | +34.0% | +22.4% |
| 6M | +21.9% | -22.7% | +44.7% | +21.3% |
| YTD | +27.5% | -17.3% | +44.8% | +27.0% |
| 1Y | +36.2% | -22.5% | +58.7% | +35.5% |
| 3Y | +140.6% | -43.2% | +183.8% | +137.1% |
| 5Y | +154.5% | -88.3% | +242.8% | +112.0% |
| All | +154.5% | -88.0% | +242.5% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling