+40.9%
FFIV vs TRMB
-38.3%
+79.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.2% | +1.8% |
| 7D | -2.1% | -17.0% | +14.9% | +5.0% |
| 30D | -33.8% | -9.0% | -24.8% | -32.1% |
| 3M | -20.6% | -8.1% | -12.5% | -19.2% |
| 6M | -10.2% | -10.1% | -0.2% | -8.3% |
| YTD | +24.5% | -30.2% | +54.7% | +43.0% |
| 1Y | +29.3% | -30.7% | +60.0% | +48.6% |
| 3Y | +103.8% | +32.6% | +71.2% | +64.6% |
| 5Y | +40.9% | -38.1% | +79.0% | +69.3% |
| All | +40.9% | -38.3% | +79.2% | +69.3% |
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 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