+226.1%
FIS vs TRMB
+1,774.7%
-1,548.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.7% |
| 7D | -29.4% | -17.0% | -12.5% | -25.0% |
| 30D | -16.7% | -9.0% | -7.7% | -13.7% |
| 3M | -33.0% | -8.1% | -24.9% | -30.8% |
| 6M | -33.3% | -10.1% | -23.3% | -30.8% |
| YTD | -56.0% | -30.2% | -25.8% | -51.1% |
| 1Y | -54.6% | -30.7% | -23.9% | -49.5% |
| 3Y | -40.6% | +32.6% | -73.3% | -45.3% |
| 5Y | -71.9% | -38.1% | -33.8% | -68.9% |
| 10Y | -55.3% | +98.9% | -154.2% | -64.0% |
| All | +226.1% | +1,774.7% | -1,548.6% | +57.2% |
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