+76.9%
FICO vs TRMB
-38.3%
+115.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | -0.9% | -16.7% | +15.7% | +7.5% |
| 30D | +3.3% | -9.9% | +13.2% | +7.7% |
| 3M | -31.7% | -7.6% | -24.1% | -29.7% |
| 6M | -34.0% | -14.7% | -19.3% | -29.4% |
| YTD | -58.3% | -30.9% | -27.4% | -50.6% |
| 1Y | -57.9% | -31.3% | -26.6% | -50.2% |
| 3Y | -24.1% | +29.4% | -53.5% | -37.1% |
| All | +76.9% | -38.3% | +115.2% | +108.1% |
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