+101.7%
FICO vs TRMB
-37.2%
+138.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.6% | -16.1% |
| 7D | -19.2% | -2.5% | -16.7% | -18.0% |
| 30D | -14.6% | +1.5% | -16.1% | -15.1% |
| 3M | -20.1% | +6.8% | -26.9% | -22.7% |
| 6M | -36.3% | -14.9% | -21.4% | -31.0% |
| YTD | -44.9% | -24.1% | -20.8% | -36.9% |
| 1Y | -38.6% | -25.4% | -13.2% | -29.6% |
| 3Y | +4.0% | +8.0% | -4.0% | -4.0% |
| All | +101.7% | -37.2% | +138.9% | +138.5% |
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