+1,270.0%
TRV vs TMF
-69.2%
+1,339.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.9% | +0.6% | -1.5% | -0.8% |
| 30D | +7.2% | +16.3% | -9.1% | +9.0% |
| 3M | +3.2% | -2.7% | +5.9% | +2.9% |
| 6M | +33.6% | -13.2% | +46.8% | +31.6% |
| YTD | +37.8% | -16.7% | +54.5% | +35.2% |
| 1Y | +43.4% | -22.7% | +66.1% | +39.5% |
| 3Y | +146.7% | -26.1% | +172.7% | +143.0% |
| 5Y | +176.1% | -88.4% | +264.5% | +116.4% |
| 10Y | +357.4% | -81.8% | +439.2% | +307.1% |
| All | +1,270.0% | -69.2% | +1,339.2% | +1,448.1% |
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