-51.1%
FIS vs TRMB
-31.2%
-19.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -17.3% | -6.4% | -11.1% |
| 7D | -18.4% | -15.7% | -2.7% | -5.9% |
| 30D | -11.4% | -7.8% | -3.6% | -2.7% |
| 3M | -32.0% | -9.3% | -22.7% | -24.7% |
| 6M | -35.6% | -20.8% | -14.8% | -25.0% |
| YTD | -53.8% | -30.8% | -23.0% | -44.1% |
| 1Y | -51.1% | -31.0% | -20.1% | -40.8% |
| All | -51.1% | -31.2% | -19.8% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling