+61.1%
CF vs TRMB
-26.6%
+87.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.4% |
| 7D | +6.0% | -2.5% | +8.5% | +5.6% |
| 30D | +14.8% | +1.5% | +13.3% | +15.2% |
| 3M | +14.1% | +6.8% | +7.3% | +15.7% |
| 6M | +28.5% | -14.9% | +43.5% | +28.9% |
| YTD | +74.9% | -24.1% | +99.0% | +76.3% |
| All | +61.1% | -26.6% | +87.7% | +62.4% |
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