+113.6%
TRMB vs USFR
+28.0%
+85.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | -2.0% | +0.3% | -2.3% | -2.1% |
| 3M | +12.3% | +1.0% | +11.4% | +11.8% |
| 6M | -17.6% | +1.9% | -19.5% | -18.3% |
| YTD | -27.5% | +2.7% | -30.1% | -28.3% |
| 1Y | -29.1% | +4.0% | -33.1% | -30.5% |
| 3Y | +11.5% | +14.1% | -2.6% | +3.4% |
| 5Y | -39.5% | +20.5% | -59.9% | -46.6% |
| All | +113.6% | +28.0% | +85.6% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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