+547.9%
FAST vs TRMB
+105.8%
+442.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.6% |
| 7D | +3.8% | -17.0% | +20.8% | +9.4% |
| 30D | +8.1% | -9.0% | +17.1% | +10.3% |
| 3M | +5.8% | -8.1% | +13.9% | +7.4% |
| 6M | +24.9% | -10.1% | +34.9% | +27.1% |
| YTD | +38.9% | -30.2% | +69.1% | +53.0% |
| 1Y | +36.5% | -30.7% | +67.2% | +50.4% |
| 3Y | +98.1% | +32.6% | +65.5% | +70.9% |
| 5Y | +109.3% | -38.1% | +147.5% | +128.4% |
| 10Y | +547.9% | +98.9% | +449.0% | +394.6% |
| All | +547.9% | +105.8% | +442.1% | +394.6% |
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