+239.8%
RF vs TRMB
+96.4%
+143.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +0.3% | -16.6% | +16.9% | +8.9% |
| 30D | +6.2% | -8.9% | +15.1% | +9.7% |
| 3M | -7.8% | -6.3% | -1.5% | -6.7% |
| 6M | +5.9% | -10.0% | +15.9% | +8.8% |
| YTD | +9.0% | -30.1% | +39.2% | +27.7% |
| 1Y | +19.3% | -31.3% | +50.6% | +40.7% |
| 3Y | +116.4% | +30.8% | +85.6% | +74.1% |
| 5Y | +46.0% | -35.9% | +82.0% | +68.9% |
| 10Y | +239.8% | +101.7% | +138.1% | +81.7% |
| All | +239.8% | +96.4% | +143.3% | +81.7% |
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