+4,378.1%
FDX vs TRMB
+3,381.2%
+996.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | -2.5% | -2.5% | 0.0% | -2.1% |
| 30D | +3.8% | +1.5% | +2.3% | +3.5% |
| 3M | -1.3% | +6.8% | -8.1% | -2.7% |
| 6M | +5.0% | -14.9% | +20.0% | +7.6% |
| YTD | +39.6% | -24.1% | +63.7% | +45.7% |
| 1Y | +81.1% | -25.4% | +106.5% | +89.3% |
| 3Y | +63.0% | +8.0% | +55.0% | +58.9% |
| 5Y | +65.6% | -37.3% | +102.9% | +75.5% |
| 10Y | +183.4% | +116.8% | +66.5% | +146.5% |
| All | +4,378.1% | +3,381.2% | +996.9% | +2,499.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling