+563.4%
CF vs TRMB
+104.0%
+459.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.6% |
| 7D | +0.4% | -17.9% | +18.3% | +6.8% |
| 30D | +2.2% | -12.0% | +14.2% | +6.0% |
| 3M | +2.1% | -8.4% | +10.6% | +4.1% |
| 6M | -6.5% | -21.5% | +15.0% | -0.1% |
| YTD | +55.6% | -31.5% | +87.1% | +72.8% |
| 1Y | +42.3% | -33.4% | +75.7% | +59.4% |
| 3Y | +55.7% | +26.5% | +29.3% | +26.7% |
| 5Y | +122.4% | -37.9% | +160.3% | +140.9% |
| All | +563.4% | +104.0% | +459.4% | +267.3% |
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