+36.3%
TRMB vs USFR
+14.4%
+21.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +2.8% | +0.1% | +2.8% | +3.1% |
| 30D | -5.9% | +0.4% | -6.2% | -4.3% |
| 3M | -3.3% | +1.1% | -4.4% | +1.3% |
| 6M | +1.3% | +2.0% | -0.7% | +10.1% |
| YTD | -29.0% | +3.5% | -32.5% | -17.5% |
| 1Y | -27.8% | +4.1% | -31.8% | -14.0% |
| 3Y | +36.3% | +14.4% | +21.9% | +214.6% |
| All | +36.3% | +14.4% | +21.9% | +214.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling