-37.2%
TRMB vs USFR
+20.4%
-57.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.1% |
| 7D | -0.3% | +0.1% | -0.3% | -0.2% |
| 30D | -1.2% | +0.3% | -1.5% | -0.9% |
| 3M | +9.6% | +1.0% | +8.6% | +10.6% |
| 6M | -16.1% | +1.9% | -18.0% | -14.5% |
| YTD | -25.0% | +2.7% | -27.6% | -23.0% |
| 1Y | -27.7% | +4.0% | -31.7% | -25.2% |
| 3Y | +15.3% | +14.0% | +1.3% | +24.6% |
| All | -37.2% | +20.4% | -57.6% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling