+225.6%
FANG vs TRMB
-39.0%
+264.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +2.9% | -3.0% | +5.9% | +3.7% |
| 30D | +2.6% | +2.3% | +0.3% | +1.8% |
| 3M | +7.6% | +15.3% | -7.7% | +2.3% |
| 6M | +17.3% | -14.7% | +32.0% | +21.9% |
| YTD | +38.7% | -26.4% | +65.1% | +50.7% |
| 1Y | +51.6% | -30.4% | +82.0% | +67.4% |
| 3Y | +50.0% | +13.5% | +36.4% | +38.1% |
| All | +225.6% | -39.0% | +264.5% | +277.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling