+73.0%
CF vs TRMB
+8.5%
+64.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.2% |
| 7D | +6.0% | -2.5% | +8.5% | +6.1% |
| 30D | +14.8% | +1.5% | +13.3% | +14.8% |
| 3M | +14.1% | +6.8% | +7.3% | +13.9% |
| 6M | +28.5% | -14.9% | +43.5% | +30.2% |
| YTD | +74.9% | -24.1% | +99.0% | +79.2% |
| 1Y | +61.7% | -25.4% | +87.1% | +65.7% |
| All | +73.0% | +8.5% | +64.5% | +68.1% |
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 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