+499.7%
FICO vs TRMB
+105.7%
+393.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | -0.9% | -16.7% | +15.7% | +8.3% |
| 30D | +3.3% | -9.9% | +13.2% | +8.1% |
| 3M | -31.7% | -7.6% | -24.1% | -29.5% |
| 6M | -34.0% | -14.7% | -19.3% | -29.0% |
| YTD | -58.3% | -30.9% | -27.4% | -49.8% |
| 1Y | -57.9% | -31.3% | -26.6% | -49.4% |
| 3Y | -24.1% | +29.4% | -53.5% | -38.1% |
| 5Y | +85.3% | -37.4% | +122.7% | +121.0% |
| All | +499.7% | +105.7% | +393.9% | +255.9% |
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