-1.1%
TFC vs TRMB
-38.3%
+37.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.9% | +1.5% |
| 7D | +0.3% | -17.0% | +17.3% | +7.6% |
| 30D | +9.2% | -9.0% | +18.2% | +12.0% |
| 3M | -2.9% | -8.1% | +5.2% | -1.2% |
| 6M | +3.5% | -10.1% | +13.6% | +5.8% |
| YTD | +5.4% | -30.2% | +35.6% | +21.2% |
| 1Y | +17.3% | -30.7% | +48.0% | +34.9% |
| 3Y | +96.7% | +32.6% | +64.1% | +61.6% |
| 5Y | -1.1% | -38.1% | +37.0% | +5.7% |
| All | -1.1% | -38.3% | +37.2% | +5.7% |
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