-80.9%
FIG vs TRMB
-32.5%
-48.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -0.9% | -0.7% |
| 7D | -14.5% | -2.9% | -11.6% | -11.7% |
| 30D | -13.3% | -1.8% | -11.5% | -11.1% |
| 3M | +7.4% | +8.4% | -1.0% | -0.9% |
| 6M | -27.8% | -18.5% | -9.3% | -9.6% |
| YTD | -41.1% | -26.7% | -14.4% | -18.2% |
| 1Y | -58.7% | -28.3% | -30.4% | -41.7% |
| All | -80.9% | -32.5% | -48.4% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling