+2,883.6%
TFC vs TRMB
+3,381.2%
-497.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +2.4% | -2.5% | +4.9% | +2.9% |
| 30D | -1.3% | +1.5% | -2.8% | -1.7% |
| 3M | +6.1% | +6.8% | -0.7% | +4.6% |
| 6M | +7.3% | -14.9% | +22.3% | +10.1% |
| YTD | +8.2% | -24.1% | +32.3% | +13.1% |
| 1Y | +14.4% | -25.4% | +39.8% | +19.8% |
| 3Y | +93.7% | +8.0% | +85.7% | +89.8% |
| 5Y | +16.4% | -37.3% | +53.7% | +24.1% |
| 10Y | +101.6% | +116.8% | -15.2% | +77.1% |
| All | +2,883.6% | +3,381.2% | -497.6% | +1,918.0% |
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