-83.6%
FIG vs TRMB
-33.6%
-50.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.3% | -0.7% |
| 7D | -14.3% | +4.1% | -18.4% | -16.9% |
| 30D | -13.6% | -5.1% | -8.6% | -14.5% |
| 3M | -23.7% | -2.6% | -21.1% | -26.3% |
| 6M | -5.4% | -2.7% | -2.7% | -8.4% |
| YTD | -49.2% | -27.9% | -21.3% | -33.0% |
| 1Y | -57.4% | -29.0% | -28.3% | -43.0% |
| All | -83.6% | -33.6% | -50.0% | -77.0% |
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