+225.5%
FFIV vs TRMB
+114.9%
+110.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.3% |
| 7D | -1.5% | -0.3% | -1.3% | -1.4% |
| 30D | -2.7% | -1.2% | -1.4% | -2.4% |
| 3M | -1.7% | +9.6% | -11.3% | -6.4% |
| 6M | +36.1% | -16.1% | +52.3% | +45.4% |
| YTD | +52.6% | -25.0% | +77.6% | +71.1% |
| 1Y | +21.5% | -27.7% | +49.2% | +38.1% |
| 3Y | +142.7% | +15.3% | +127.4% | +117.1% |
| 5Y | +92.6% | -37.4% | +130.0% | +121.5% |
| 10Y | +225.5% | +117.5% | +108.0% | +120.1% |
| All | +225.5% | +114.9% | +110.6% | +120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling