+49.2%
CF vs TRMB
-31.1%
+80.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +4.8% | -16.6% | +21.3% | +2.7% |
| 30D | +9.7% | -8.9% | +18.6% | +9.7% |
| 3M | +1.2% | -6.3% | +7.6% | +2.1% |
| 6M | +7.4% | -10.0% | +17.3% | +7.7% |
| YTD | +60.5% | -30.1% | +90.6% | +58.7% |
| All | +49.2% | -31.1% | +80.4% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling