-33.7%
FICO vs TRMB
-21.8%
-11.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | -0.3% | -17.9% | +17.7% | +8.0% |
| 30D | +1.7% | -12.0% | +13.7% | +5.7% |
| 3M | -35.2% | -8.4% | -26.8% | -34.3% |
| 6M | -33.7% | -21.5% | -12.1% | -29.8% |
| All | -33.7% | -21.8% | -11.9% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling