+308.6%
CFG vs TRMB
+114.9%
+193.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.4% |
| 7D | +2.7% | -0.3% | +3.0% | +2.9% |
| 30D | -3.7% | -1.2% | -2.5% | -3.4% |
| 3M | +9.5% | +9.6% | -0.1% | +2.6% |
| 6M | +22.2% | -16.1% | +38.4% | +33.2% |
| YTD | +22.3% | -25.0% | +47.3% | +41.7% |
| 1Y | +39.4% | -27.7% | +67.1% | +64.5% |
| 3Y | +188.5% | +15.3% | +173.2% | +152.3% |
| 5Y | +101.5% | -37.4% | +138.9% | +145.5% |
| 10Y | +308.6% | +117.5% | +191.2% | +119.4% |
| All | +308.6% | +114.9% | +193.7% | +119.4% |
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 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