+568.0%
CF vs TRMB
+105.7%
+462.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -3.2% | -16.7% | +13.5% | +2.5% |
| 30D | +4.3% | -9.9% | +14.2% | +7.3% |
| 3M | +2.8% | -7.6% | +10.4% | +4.4% |
| 6M | +0.6% | -14.7% | +15.3% | +4.3% |
| YTD | +56.6% | -30.9% | +87.6% | +73.5% |
| 1Y | +49.6% | -31.3% | +81.0% | +65.6% |
| 3Y | +61.5% | +29.4% | +32.1% | +30.1% |
| 5Y | +124.0% | -37.4% | +161.3% | +141.9% |
| All | +568.0% | +105.7% | +462.2% | +268.8% |
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