+111.1%
FAST vs TRMB
-34.2%
+145.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.2% |
| 7D | +4.3% | +4.1% | +0.2% | +3.0% |
| 30D | +8.3% | -5.1% | +13.4% | +8.9% |
| 3M | +6.5% | -2.6% | +9.1% | +5.9% |
| 6M | +29.5% | -2.7% | +32.2% | +28.4% |
| YTD | +41.3% | -27.9% | +69.2% | +54.0% |
| 1Y | +37.4% | -29.0% | +66.4% | +50.3% |
| 3Y | +98.5% | +35.0% | +63.6% | +68.4% |
| 5Y | +111.1% | -33.9% | +145.0% | +126.8% |
| All | +111.1% | -34.2% | +145.3% | +126.8% |
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 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