+487.0%
CF vs TRMB
+105.8%
+381.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.4% |
| 7D | -0.9% | -17.0% | +16.1% | +5.0% |
| 30D | +6.9% | -9.0% | +15.9% | +9.6% |
| 3M | +4.8% | -8.1% | +13.0% | +6.7% |
| 6M | +4.7% | -10.1% | +14.7% | +6.4% |
| YTD | +56.5% | -30.2% | +86.7% | +72.6% |
| 1Y | +48.4% | -30.7% | +79.1% | +63.7% |
| 3Y | +59.1% | +32.6% | +26.5% | +27.2% |
| 5Y | +109.5% | -38.1% | +147.7% | +128.3% |
| 10Y | +487.0% | +98.9% | +388.1% | +239.2% |
| All | +487.0% | +105.8% | +381.2% | +239.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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