-65.6%
FIS vs TRMB
-37.5%
-28.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.4% |
| 7D | -3.5% | -0.3% | -3.2% | -3.3% |
| 30D | -7.8% | -1.2% | -6.6% | -7.4% |
| 3M | +0.8% | +9.6% | -8.8% | -3.1% |
| 6M | -21.9% | -16.1% | -5.8% | -16.4% |
| YTD | -39.5% | -25.0% | -14.5% | -32.3% |
| 1Y | -41.0% | -27.7% | -13.3% | -33.3% |
| 3Y | -23.6% | +15.3% | -38.9% | -32.0% |
| 5Y | -65.6% | -37.4% | -28.2% | -64.1% |
| All | -65.6% | -37.5% | -28.1% | -64.1% |
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