+1,348.4%
FERG vs TRMB
+364.1%
+984.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.4% | +2.5% |
| 7D | 0.0% | -2.5% | +2.5% | +0.4% |
| 30D | -10.2% | +1.5% | -11.7% | -10.4% |
| 3M | -0.6% | +6.8% | -7.3% | -1.8% |
| 6M | -6.5% | -14.9% | +8.4% | -4.3% |
| YTD | +4.2% | -24.1% | +28.3% | +8.4% |
| 1Y | -2.3% | -25.4% | +23.1% | +2.1% |
| 3Y | +48.5% | +8.0% | +40.5% | +46.3% |
| 5Y | +72.0% | -37.3% | +109.3% | +76.1% |
| 10Y | +369.9% | +116.8% | +253.1% | +350.5% |
| All | +1,348.4% | +364.1% | +984.3% | +1,317.8% |
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