+94.9%
FFIV vs TRMB
+34.0%
+60.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.6% |
| 7D | -0.5% | +2.8% | -3.4% | -1.5% |
| 30D | -32.4% | -5.9% | -26.5% | -32.0% |
| 3M | -25.7% | -3.3% | -22.4% | -26.1% |
| 6M | -13.5% | +1.3% | -14.9% | -16.2% |
| YTD | +21.1% | -29.0% | +50.1% | +36.4% |
| 1Y | +29.4% | -27.8% | +57.2% | +44.5% |
| 3Y | +94.9% | +36.3% | +58.6% | +64.3% |
| All | +94.9% | +34.0% | +60.9% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling