-52.4%
FIS vs TRMB
+102.3%
-154.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +2.8% | +2.8% | 0.0% | +1.7% |
| 30D | -16.7% | -5.9% | -10.9% | -13.3% |
| 3M | -32.3% | -3.3% | -29.0% | -30.4% |
| 6M | -29.1% | +1.3% | -30.4% | -28.4% |
| YTD | -54.1% | -29.0% | -25.1% | -47.0% |
| 1Y | -53.7% | -27.8% | -26.0% | -46.9% |
| 3Y | -38.8% | +36.3% | -75.2% | -47.0% |
| 5Y | -71.1% | -35.8% | -35.3% | -67.3% |
| All | -52.4% | +102.3% | -154.7% | -64.3% |
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