+104.2%
FE vs TRMB
+105.7%
-1.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | 0.0% | -16.7% | +16.6% | +2.5% |
| 30D | +5.2% | -9.9% | +15.1% | +6.5% |
| 3M | 0.0% | -7.6% | +7.6% | +0.7% |
| 6M | +5.0% | -14.7% | +19.7% | +6.9% |
| YTD | +7.9% | -30.9% | +38.8% | +13.2% |
| 1Y | +6.3% | -31.3% | +37.7% | +11.5% |
| 3Y | +46.0% | +29.4% | +16.6% | +33.4% |
| 5Y | +45.6% | -37.4% | +83.0% | +50.3% |
| All | +104.2% | +105.7% | -1.5% | +71.3% |
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