+571.3%
FE vs TRMB
+1,543.8%
-972.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -1.0% | -16.7% | +15.7% | +0.3% |
| 30D | +4.1% | -9.9% | +14.1% | +4.9% |
| 3M | -1.0% | -7.6% | +6.6% | -0.6% |
| 6M | +4.0% | -14.7% | +18.7% | +5.0% |
| YTD | +6.8% | -30.9% | +37.8% | +9.6% |
| 1Y | +5.3% | -31.3% | +36.6% | +8.0% |
| 3Y | +44.6% | +29.4% | +15.2% | +39.3% |
| 5Y | +44.2% | -37.4% | +81.6% | +46.5% |
| 10Y | +107.3% | +109.2% | -1.9% | +89.1% |
| All | +571.3% | +1,543.8% | -972.6% | +432.0% |
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