+76.2%
FDX vs TRMB
-36.0%
+112.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.6% |
| 7D | +5.2% | +2.8% | +2.4% | +4.1% |
| 30D | +11.3% | -5.9% | +17.1% | +12.2% |
| 3M | -4.1% | -3.3% | -0.8% | -4.6% |
| 6M | +9.6% | +1.3% | +8.3% | +6.5% |
| YTD | +40.9% | -29.0% | +69.9% | +57.2% |
| 1Y | +53.0% | -27.8% | +80.8% | +69.2% |
| 3Y | +74.1% | +36.3% | +37.8% | +44.5% |
| All | +76.2% | -36.0% | +112.2% | +88.9% |
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