+36.6%
FFIV vs TRMB
-31.2%
+67.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -17.3% | +16.9% | +2.7% |
| 7D | -9.8% | -15.7% | +5.9% | -7.4% |
| 30D | -28.1% | -7.8% | -20.3% | -28.0% |
| 3M | -20.0% | -9.3% | -10.7% | -19.6% |
| 6M | -0.1% | -20.8% | +20.8% | +6.3% |
| YTD | +29.2% | -30.8% | +59.9% | +42.9% |
| 1Y | +36.6% | -31.0% | +67.6% | +51.0% |
| All | +36.6% | -31.2% | +67.8% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling