+31.8%
FFIV vs TRMB
-31.2%
+63.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -4.2% | -16.6% | +12.4% | -1.3% |
| 30D | -33.9% | -8.9% | -25.0% | -33.5% |
| 3M | -22.6% | -6.3% | -16.3% | -22.8% |
| 6M | -10.4% | -10.0% | -0.4% | -9.0% |
| YTD | +24.3% | -30.1% | +54.4% | +37.8% |
| 1Y | +31.8% | -31.3% | +63.1% | +46.8% |
| All | +31.8% | -31.2% | +63.0% | +46.8% |
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 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