+116.7%
TRMB vs CAKE
+155.4%
-38.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.0% |
| 7D | -3.0% | -4.5% | +1.5% | -1.8% |
| 30D | +2.3% | -12.4% | +14.8% | +6.0% |
| 3M | +15.3% | +37.3% | -22.0% | +4.5% |
| 6M | -14.7% | +70.7% | -85.4% | -27.8% |
| YTD | -26.4% | +106.0% | -132.4% | -41.3% |
| 1Y | -30.4% | +79.7% | -110.1% | -42.4% |
| 3Y | +13.5% | +267.8% | -254.2% | -24.7% |
| 5Y | -38.6% | +159.9% | -198.5% | -56.8% |
| All | +116.7% | +155.4% | -38.7% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 10y: compounded portfolio wealth divided by compounded CAKE 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…
10y analysis · Full analysis span regression · 6 months rolling