-57.9%
FICO vs TRMB
-33.2%
-24.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.9% |
| 7D | -0.9% | -16.7% | +15.7% | +7.6% |
| 30D | +3.3% | -9.9% | +13.2% | +7.0% |
| 3M | -31.7% | -7.6% | -24.1% | -30.4% |
| 6M | -34.0% | -14.7% | -19.3% | -30.2% |
| YTD | -58.3% | -30.9% | -27.4% | -52.0% |
| 1Y | -57.9% | -31.3% | -26.6% | -51.4% |
| All | -57.9% | -33.2% | -24.7% | -51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling