+59.3%
CF vs TRMB
+28.3%
+31.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | -3.2% | -16.7% | +13.5% | -2.8% |
| 30D | +4.3% | -9.9% | +14.2% | +4.8% |
| 3M | +2.8% | -7.6% | +10.4% | +3.2% |
| 6M | +0.6% | -14.7% | +15.3% | +1.5% |
| YTD | +56.6% | -30.9% | +87.6% | +60.9% |
| 1Y | +49.6% | -31.3% | +81.0% | +53.7% |
| All | +59.3% | +28.3% | +31.0% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling