+284.0%
FITB vs TRMB
+121.9%
+162.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.3% |
| 7D | -0.3% | -3.0% | +2.8% | +1.4% |
| 30D | -5.7% | +2.3% | -8.0% | -7.2% |
| 3M | +3.2% | +15.3% | -12.2% | -5.7% |
| 6M | +23.4% | -14.7% | +38.1% | +32.7% |
| YTD | +18.8% | -26.4% | +45.2% | +37.9% |
| 1Y | +25.0% | -30.4% | +55.4% | +49.2% |
| 3Y | +131.2% | +13.5% | +117.7% | +100.6% |
| 5Y | +70.7% | -38.6% | +109.3% | +106.3% |
| All | +284.0% | +121.9% | +162.2% | +109.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling