+90.1%
RF vs TRMB
-37.2%
+127.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.4% |
| 7D | +1.3% | -2.5% | +3.8% | +2.6% |
| 30D | -3.6% | +1.5% | -5.1% | -4.6% |
| 3M | +8.1% | +6.8% | +1.3% | +3.9% |
| 6M | +11.5% | -14.9% | +26.4% | +19.3% |
| YTD | +15.6% | -24.1% | +39.7% | +30.4% |
| 1Y | +15.7% | -25.4% | +41.1% | +31.1% |
| 3Y | +86.9% | +8.0% | +78.9% | +72.8% |
| All | +90.1% | -37.2% | +127.3% | +104.4% |
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