+181.9%
FANG vs TRMB
+121.9%
+60.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.9% |
| 7D | +2.9% | -3.0% | +5.9% | +4.4% |
| 30D | +2.6% | +2.3% | +0.3% | +1.1% |
| 3M | +7.6% | +15.3% | -7.7% | -1.5% |
| 6M | +17.3% | -14.7% | +32.0% | +24.2% |
| YTD | +38.7% | -26.4% | +65.1% | +57.3% |
| 1Y | +51.6% | -30.4% | +82.0% | +75.9% |
| 3Y | +50.0% | +13.5% | +36.4% | +27.0% |
| 5Y | +237.6% | -38.6% | +276.1% | +295.7% |
| All | +181.9% | +121.9% | +60.1% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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