+376.5%
FIS vs TRMB
+1,939.0%
-1,562.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +1.1% | -2.5% | +3.6% | +1.8% |
| 30D | -2.2% | +1.5% | -3.7% | -2.7% |
| 3M | +2.1% | +6.8% | -4.6% | +0.4% |
| 6M | -14.7% | -14.9% | +0.3% | -11.0% |
| YTD | -35.7% | -24.1% | -11.6% | -30.9% |
| 1Y | -37.1% | -25.4% | -11.7% | -32.2% |
| 3Y | -20.0% | +8.0% | -28.0% | -23.3% |
| 5Y | -62.1% | -37.3% | -24.8% | -58.7% |
| 10Y | -37.4% | +116.8% | -154.2% | -51.2% |
| All | +376.5% | +1,939.0% | -1,562.5% | +122.4% |
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