-79.9%
FIG vs TRMB
-32.2%
-47.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.4% | +3.3% | +3.2% |
| 7D | -3.8% | -3.0% | -0.8% | -0.5% |
| 30D | -2.3% | +2.3% | -4.6% | -4.0% |
| 3M | +20.0% | +15.3% | +4.6% | +3.7% |
| 6M | -16.7% | -14.7% | -2.0% | -1.1% |
| YTD | -37.9% | -26.4% | -11.5% | -14.2% |
| 1Y | -58.5% | -30.4% | -28.1% | -40.3% |
| All | -79.9% | -32.2% | -47.7% | -70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling