-40.9%
FIS vs TRMB
+113.5%
-154.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.5% |
| 7D | -9.1% | -2.9% | -6.2% | -8.0% |
| 30D | -10.4% | -1.8% | -8.7% | -9.8% |
| 3M | -3.7% | +8.4% | -12.1% | -6.7% |
| 6M | -24.8% | -18.5% | -6.2% | -18.8% |
| YTD | -41.6% | -26.7% | -14.8% | -34.4% |
| 1Y | -42.7% | -28.3% | -14.4% | -35.4% |
| 3Y | -26.2% | +12.6% | -38.8% | -32.4% |
| 5Y | -66.1% | -38.7% | -27.4% | -61.8% |
| 10Y | -40.9% | +120.8% | -161.6% | -59.5% |
| All | -40.9% | +113.5% | -154.4% | -59.5% |
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