Note 3. Derivative Instruments and Fair Value Measurements - Derivatives Not Designated as Hedges Details) - Not Designated as Hedging Instrument - USD ($) $ in Millions	12 Months Ended
	Dec. 31, 2022		Dec. 31, 2021	Dec. 31, 2020
TILC Warehouse Back to Back Swap Agreements
Derivative [Line Items]
Derivative, Notional Amount	$ 800.0
Derivative, Cap Interest Rate	2.50%
Derivative Asset	$ 21.6
TILC Warehouse Back to Back Swap Agreements | Other Operating Income (Expense)
Derivative [Line Items]
Derivative, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration]	Other Operating Income (Expense), Net	[1]	Other Operating Income (Expense), Net	Other Operating Income (Expense), Net
TILC Back to Back Swap Agreements
Derivative [Line Items]
Derivative, Notional Amount	$ 800.0
Derivative, Cap Interest Rate	2.50%
Derivative Liability	$ (21.6)
TILC Back to Back Swap Agreements | Other Operating Income (Expense)
Derivative [Line Items]
Derivative, Gain (Loss), Statement of Income or Comprehensive Income [Extensible Enumeration]	Other Operating Income (Expense), Net	[1]	Other Operating Income (Expense), Net	Other Operating Income (Expense), Net

[1] Derivatives not designated as hedging instruments are comprised of back-to-back interest rate caps entered into with the same counterparty that offset and do not have a net effect on Trinity's consolidated earnings. These derivative contracts were entered into in connection with our risk management objectives.