+50.9%
FERG vs TRMB
+11.9%
+38.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.5% |
| 7D | +0.9% | -2.9% | +3.8% | +2.0% |
| 30D | -15.1% | -1.8% | -13.3% | -14.6% |
| 3M | -4.8% | +8.4% | -13.2% | -8.2% |
| 6M | -2.5% | -18.5% | +16.1% | +5.0% |
| YTD | +1.8% | -26.7% | +28.5% | +14.1% |
| 1Y | -0.3% | -28.3% | +28.0% | +12.7% |
| All | +50.9% | +11.9% | +38.9% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling