+4,195.2%
FDX vs TRMB
+3,067.4%
+1,127.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.9% |
| 7D | -1.6% | -16.7% | +15.0% | +1.1% |
| 30D | +6.6% | -9.9% | +16.5% | +8.1% |
| 3M | -2.1% | -7.6% | +5.5% | -1.3% |
| 6M | +2.2% | -14.7% | +16.8% | +4.2% |
| YTD | +33.9% | -30.9% | +64.9% | +41.3% |
| 1Y | +50.2% | -31.3% | +81.6% | +58.6% |
| 3Y | +65.5% | +29.4% | +36.1% | +56.2% |
| 5Y | +74.1% | -37.4% | +111.4% | +83.9% |
| 10Y | +156.7% | +109.2% | +47.5% | +124.2% |
| All | +4,195.2% | +3,067.4% | +1,127.8% | +2,422.6% |
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