+42.6%
RF vs TRMB
-38.8%
+81.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.6% |
| 7D | -1.6% | -17.9% | +16.3% | +6.3% |
| 30D | +5.0% | -12.0% | +17.0% | +9.7% |
| 3M | -10.0% | -8.4% | -1.5% | -8.2% |
| 6M | +3.3% | -21.5% | +24.9% | +13.0% |
| YTD | +7.9% | -31.5% | +39.5% | +25.7% |
| 1Y | +21.2% | -33.4% | +54.7% | +42.9% |
| 3Y | +105.8% | +26.5% | +79.3% | +74.2% |
| All | +42.6% | -38.8% | +81.4% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling