+1,362.6%
RF vs TRMB
+3,067.4%
-1,704.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.5% |
| 7D | -0.9% | -16.7% | +15.8% | +2.5% |
| 30D | +6.0% | -9.9% | +15.9% | +7.8% |
| 3M | -8.9% | -7.6% | -1.3% | -8.0% |
| 6M | +2.3% | -14.7% | +17.0% | +4.9% |
| YTD | +7.6% | -30.9% | +38.5% | +15.0% |
| 1Y | +21.2% | -31.3% | +52.5% | +29.6% |
| 3Y | +108.5% | +29.4% | +79.1% | +95.8% |
| 5Y | +43.2% | -37.4% | +80.6% | +54.2% |
| 10Y | +288.1% | +109.2% | +178.9% | +235.1% |
| All | +1,362.6% | +3,067.4% | -1,704.9% | +834.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling