+90.7%
TRMB vs USFR
+27.5%
+63.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.1% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +1.5% | +0.3% | +1.2% | +1.2% |
| 3M | +6.8% | +1.0% | +5.8% | +5.8% |
| 6M | -14.9% | +1.9% | -16.9% | -16.4% |
| YTD | -24.1% | +2.6% | -26.7% | -25.8% |
| 1Y | -25.4% | +4.0% | -29.4% | -28.0% |
| 3Y | +8.0% | +14.1% | -6.1% | -4.4% |
| 5Y | -37.3% | +20.4% | -57.7% | -47.4% |
| 10Y | +116.8% | +28.0% | +88.8% | +71.4% |
| All | +90.7% | +27.5% | +63.1% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling