+107,059.5%
FICO vs TRMB
+3,168.1%
+103,891.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | +1.4% | +4.1% | -2.7% | +0.6% |
| 30D | -0.8% | -7.0% | +6.2% | +0.4% |
| 3M | -31.3% | -0.9% | -30.4% | -31.3% |
| 6M | -33.9% | -1.2% | -32.7% | -33.9% |
| YTD | -57.6% | -28.7% | -28.8% | -54.8% |
| 1Y | -59.7% | -32.1% | -27.6% | -56.7% |
| 3Y | -28.0% | +33.4% | -61.4% | -32.2% |
| 5Y | +91.0% | -35.6% | +126.6% | +104.0% |
| 10Y | +529.4% | +103.8% | +425.7% | +457.9% |
| All | +107,059.5% | +3,168.1% | +103,891.4% | +62,407.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling