+139,157.4%
FICO vs TRMB
+3,381.2%
+135,776.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.6% | -16.5% |
| 7D | -19.2% | -2.5% | -16.7% | -18.7% |
| 30D | -14.6% | +1.5% | -16.1% | -14.8% |
| 3M | -20.1% | +6.8% | -26.9% | -21.0% |
| 6M | -36.3% | -14.9% | -21.4% | -34.3% |
| YTD | -44.9% | -24.1% | -20.8% | -41.8% |
| 1Y | -38.6% | -25.4% | -13.2% | -35.1% |
| 3Y | +4.0% | +8.0% | -4.0% | +1.7% |
| 5Y | +99.5% | -37.3% | +136.8% | +114.5% |
| 10Y | +604.7% | +116.8% | +487.9% | +518.7% |
| All | +139,157.4% | +3,381.2% | +135,776.2% | +80,367.7% |
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