+261.5%
RF vs TRMB
+105.8%
+155.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.6% |
| 7D | -0.1% | -17.0% | +16.8% | +8.7% |
| 30D | +7.0% | -9.0% | +16.0% | +10.7% |
| 3M | -7.0% | -8.1% | +1.1% | -4.9% |
| 6M | +6.8% | -10.1% | +16.8% | +9.7% |
| YTD | +9.9% | -30.2% | +40.1% | +28.8% |
| 1Y | +21.1% | -30.7% | +51.8% | +42.1% |
| 3Y | +119.6% | +32.6% | +87.0% | +75.3% |
| 5Y | +46.2% | -38.1% | +84.3% | +72.6% |
| 10Y | +261.5% | +98.9% | +162.6% | +100.2% |
| All | +261.5% | +105.8% | +155.7% | +100.2% |
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