+579.4%
FE vs TRMB
+1,615.8%
-1,036.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.2% |
| 7D | -0.4% | +4.1% | -4.5% | -0.7% |
| 30D | +3.6% | -5.1% | +8.7% | +3.9% |
| 3M | +0.3% | -2.6% | +2.9% | +0.3% |
| 6M | +6.4% | -2.7% | +9.1% | +6.3% |
| YTD | +8.1% | -27.9% | +36.0% | +10.5% |
| 1Y | +4.6% | -29.0% | +33.6% | +7.0% |
| 3Y | +49.1% | +35.0% | +14.2% | +43.2% |
| 5Y | +46.1% | -33.9% | +80.0% | +47.8% |
| 10Y | +122.7% | +106.1% | +16.6% | +103.2% |
| All | +579.4% | +1,615.8% | -1,036.4% | +436.5% |
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