+603.9%
FICO vs TRMB
+116.7%
+487.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.6% | -16.1% |
| 7D | -19.2% | -2.5% | -16.7% | -17.9% |
| 30D | -14.6% | +1.5% | -16.1% | -15.1% |
| 3M | -20.1% | +6.8% | -26.9% | -22.9% |
| 6M | -36.3% | -14.9% | -21.4% | -30.6% |
| YTD | -44.9% | -24.1% | -20.8% | -36.2% |
| 1Y | -38.6% | -25.4% | -13.2% | -28.7% |
| 3Y | +4.0% | +8.0% | -4.0% | -5.8% |
| 5Y | +99.5% | -37.3% | +136.8% | +141.4% |
| All | +603.9% | +116.7% | +487.1% | +283.4% |
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