+1,367.7%
RF vs TRMB
+3,039.9%
-1,672.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -1.6% | -17.9% | +16.3% | +2.1% |
| 30D | +5.0% | -12.0% | +17.0% | +7.4% |
| 3M | -10.0% | -8.4% | -1.5% | -8.9% |
| 6M | +3.3% | -21.5% | +24.9% | +7.8% |
| YTD | +7.9% | -31.5% | +39.5% | +15.6% |
| 1Y | +21.2% | -33.4% | +54.7% | +30.5% |
| 3Y | +105.8% | +26.5% | +79.3% | +94.2% |
| 5Y | +43.7% | -37.9% | +81.6% | +55.1% |
| 10Y | +289.4% | +107.3% | +182.1% | +236.9% |
| All | +1,367.7% | +3,039.9% | -1,672.2% | +839.6% |
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