+113.9%
FE vs TRMB
+116.7%
-2.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | +1.9% | -2.5% | +4.5% | +2.3% |
| 30D | -1.2% | +1.5% | -2.7% | -1.5% |
| 3M | +3.5% | +6.8% | -3.3% | +2.2% |
| 6M | -6.1% | -14.9% | +8.9% | -4.0% |
| YTD | +7.6% | -24.1% | +31.7% | +11.8% |
| 1Y | +11.9% | -25.4% | +37.3% | +16.3% |
| 3Y | +48.4% | +8.0% | +40.4% | +41.1% |
| 5Y | +44.8% | -37.3% | +82.1% | +50.9% |
| All | +113.9% | +116.7% | -2.9% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling