+225.8%
FIS vs TRMB
+1,777.1%
-1,551.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -27.4% | -16.6% | -10.8% | -23.0% |
| 30D | -16.8% | -8.9% | -7.9% | -13.8% |
| 3M | -32.6% | -6.3% | -26.3% | -30.8% |
| 6M | -33.4% | -10.0% | -23.4% | -30.9% |
| YTD | -56.0% | -30.1% | -25.9% | -51.2% |
| 1Y | -55.1% | -31.3% | -23.8% | -50.0% |
| 3Y | -41.4% | +30.8% | -72.2% | -45.8% |
| 5Y | -72.7% | -35.9% | -36.7% | -70.0% |
| 10Y | -55.5% | +101.7% | -157.2% | -64.2% |
| All | +225.8% | +1,777.1% | -1,551.4% | +57.0% |
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