+46.0%
FE vs TRMB
-36.0%
+82.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.2% | +2.8% | -1.6% | +0.9% |
| 30D | +4.5% | -5.9% | +10.4% | +4.9% |
| 3M | +1.3% | -3.3% | +4.6% | +1.3% |
| 6M | +8.7% | +1.3% | +7.3% | +8.0% |
| YTD | +9.2% | -29.0% | +38.2% | +12.6% |
| 1Y | +7.0% | -27.8% | +34.7% | +9.9% |
| 3Y | +51.4% | +36.3% | +15.1% | +37.8% |
| All | +46.0% | -36.0% | +82.0% | +48.8% |
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 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