+340.4%
RF vs TRMB
+116.7%
+223.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.5% |
| 7D | +1.3% | -2.5% | +3.8% | +2.8% |
| 30D | -3.6% | +1.5% | -5.1% | -4.8% |
| 3M | +8.1% | +6.8% | +1.3% | +3.2% |
| 6M | +11.5% | -14.9% | +26.4% | +20.1% |
| YTD | +15.6% | -24.1% | +39.7% | +31.9% |
| 1Y | +15.7% | -25.4% | +41.1% | +32.7% |
| 3Y | +86.9% | +8.0% | +78.9% | +69.6% |
| 5Y | +89.8% | -37.3% | +127.1% | +127.2% |
| All | +340.4% | +116.7% | +223.7% | +129.8% |
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