+67.5%
FERG vs TRMB
-39.6%
+107.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -1.0% | -5.4% | +4.4% | +1.3% |
| 30D | -11.8% | -2.0% | -9.8% | -11.2% |
| 3M | -1.2% | +12.3% | -13.6% | -6.6% |
| 6M | -2.3% | -17.6% | +15.3% | +5.2% |
| YTD | +0.8% | -27.5% | +28.2% | +14.2% |
| 1Y | +0.5% | -29.1% | +29.6% | +15.0% |
| 3Y | +51.4% | +11.5% | +39.9% | +39.2% |
| 5Y | +67.5% | -39.5% | +107.0% | +92.9% |
| All | +67.5% | -39.6% | +107.1% | +92.9% |
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