+237.0%
CFG vs TRMB
+105.8%
+131.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.9% | +2.3% |
| 7D | +0.3% | -17.0% | +17.2% | +9.6% |
| 30D | +3.2% | -9.0% | +12.2% | +6.9% |
| 3M | -9.7% | -8.1% | -1.6% | -7.6% |
| 6M | +3.6% | -10.1% | +13.7% | +6.5% |
| YTD | +14.7% | -30.2% | +44.9% | +35.6% |
| 1Y | +29.6% | -30.7% | +60.3% | +53.4% |
| 3Y | +190.6% | +32.6% | +157.9% | +130.2% |
| 5Y | +67.1% | -38.1% | +105.2% | +100.6% |
| 10Y | +237.0% | +98.9% | +138.1% | +97.8% |
| All | +237.0% | +105.8% | +131.2% | +97.8% |
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