+8,644.6%
FISV vs TRMB
+3,340.8%
+5,303.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.8% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -3.0% | -1.2% | -1.7% | -2.7% |
| 3M | -3.5% | +9.6% | -13.1% | -5.0% |
| 6M | -19.4% | -16.1% | -3.3% | -16.8% |
| YTD | -24.3% | -25.0% | +0.7% | -20.4% |
| 1Y | -62.4% | -27.7% | -34.7% | -60.2% |
| 3Y | -58.2% | +15.3% | -73.5% | -59.5% |
| 5Y | -56.5% | -37.4% | -19.1% | -53.8% |
| 10Y | -0.5% | +117.5% | -118.0% | -14.4% |
| All | +8,644.6% | +3,340.8% | +5,303.8% | +4,553.7% |
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