+231.7%
RF vs TRMB
+109.2%
+122.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.9% |
| 7D | -1.3% | +4.1% | -5.5% | -3.5% |
| 30D | +4.6% | -5.1% | +9.7% | +5.7% |
| 3M | -8.4% | -2.6% | -5.9% | -9.3% |
| 6M | +8.9% | -2.7% | +11.5% | +7.1% |
| YTD | +8.8% | -27.9% | +36.7% | +25.3% |
| 1Y | +18.9% | -29.0% | +47.9% | +37.8% |
| 3Y | +116.0% | +35.0% | +81.0% | +70.8% |
| 5Y | +46.0% | -33.9% | +79.9% | +66.0% |
| 10Y | +231.7% | +106.1% | +125.6% | +75.7% |
| All | +231.7% | +109.2% | +122.5% | +75.7% |
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