+93.0%
FFIV vs TRMB
-36.8%
+129.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -1.0% | -2.5% | +1.6% | +0.2% |
| 30D | -5.1% | +1.5% | -6.6% | -6.0% |
| 3M | -4.5% | +6.8% | -11.2% | -8.1% |
| 6M | +36.5% | -14.9% | +51.4% | +45.7% |
| YTD | +53.0% | -24.1% | +77.1% | +72.1% |
| 1Y | +24.2% | -25.4% | +49.6% | +40.4% |
| 3Y | +137.2% | +8.0% | +129.2% | +117.6% |
| All | +93.0% | -36.8% | +129.8% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling