Like a square wave, the triangle wave contains only odd harmonics. However, the higher harmonics roll off much faster than in a square wave (proportional to the inverse square of the harmonic number as opposed to just the inverse).
It is possible to approximate a triangle wave with additive synthesis by adding odd harmonics of the fundamental, multiplying every (4n−1)th harmonic by −1 (or changing its phase by π), and rolling off the harmonics by the inverse square of their relative frequency to the fundamental.
This infinite Fourier series converges to the triangle wave: