+105.3%
FAST vs TRMB
-36.0%
+141.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +4.2% | +2.8% | +1.3% | +3.3% |
| 30D | +6.7% | -5.9% | +12.5% | +7.5% |
| 3M | +8.0% | -3.3% | +11.3% | +7.8% |
| 6M | +27.4% | +1.3% | +26.1% | +24.6% |
| YTD | +40.5% | -29.0% | +69.5% | +53.8% |
| 1Y | +38.4% | -27.8% | +66.1% | +50.4% |
| 3Y | +98.7% | +36.3% | +62.4% | +67.8% |
| All | +105.3% | -36.0% | +141.4% | +122.5% |
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