+213.6%
RF vs TRMB
+102.3%
+111.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.4% |
| 7D | +1.9% | +2.8% | -0.9% | +0.4% |
| 30D | +7.3% | -5.9% | +13.2% | +8.9% |
| 3M | -7.9% | -3.3% | -4.6% | -8.4% |
| 6M | +10.5% | +1.3% | +9.2% | +6.3% |
| YTD | +9.6% | -29.0% | +38.6% | +27.2% |
| 1Y | +20.3% | -27.8% | +48.1% | +38.0% |
| 3Y | +119.5% | +36.3% | +83.2% | +72.7% |
| 5Y | +48.2% | -35.8% | +84.0% | +71.3% |
| All | +213.6% | +102.3% | +111.3% | +78.6% |
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