+105,568.7%
FICO vs TRMB
+3,039.9%
+102,528.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -0.3% | -17.9% | +17.7% | +3.3% |
| 30D | +1.7% | -12.0% | +13.7% | +4.0% |
| 3M | -35.2% | -8.4% | -26.8% | -34.2% |
| 6M | -33.7% | -21.5% | -12.1% | -30.7% |
| YTD | -58.2% | -31.5% | -26.6% | -55.1% |
| 1Y | -56.6% | -33.4% | -23.2% | -53.2% |
| 3Y | -24.0% | +26.5% | -50.4% | -27.6% |
| 5Y | +86.1% | -37.9% | +124.0% | +100.3% |
| 10Y | +522.8% | +107.3% | +415.5% | +451.9% |
| All | +105,568.7% | +3,039.9% | +102,528.7% | +62,019.5% |
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 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