+575.3%
FAST vs TRMB
+105.7%
+469.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | +2.1% | -16.7% | +18.8% | +7.4% |
| 30D | +6.9% | -9.9% | +16.8% | +9.4% |
| 3M | +4.8% | -7.6% | +12.4% | +6.2% |
| 6M | +19.8% | -14.7% | +34.5% | +24.1% |
| YTD | +34.9% | -30.9% | +65.8% | +49.2% |
| 1Y | +32.8% | -31.3% | +64.1% | +46.8% |
| 3Y | +93.7% | +29.4% | +64.3% | +68.3% |
| 5Y | +105.3% | -37.4% | +142.7% | +123.1% |
| All | +575.3% | +105.7% | +469.6% | +388.8% |
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