+67.7%
FERG vs TRMB
+34.0%
+33.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | +9.7% | +2.8% | +6.9% | +8.7% |
| 30D | +15.0% | -5.9% | +20.9% | +15.8% |
| 3M | +3.8% | -3.3% | +7.1% | +3.0% |
| 6M | +10.6% | +1.3% | +9.3% | +6.9% |
| YTD | +17.0% | -29.0% | +46.0% | +32.5% |
| 1Y | +7.1% | -27.8% | +34.8% | +20.2% |
| 3Y | +67.7% | +36.3% | +31.4% | +49.2% |
| All | +67.7% | +34.0% | +33.8% | +49.2% |
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