+130.3%
FITB vs TRMB
+14.6%
+115.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | -4.5% | -1.2% | -3.3% | -4.2% |
| 3M | +5.7% | +9.6% | -4.0% | +0.7% |
| 6M | +17.1% | -16.1% | +33.2% | +25.7% |
| YTD | +18.3% | -25.0% | +43.3% | +33.5% |
| 1Y | +23.9% | -27.7% | +51.6% | +41.8% |
| All | +130.3% | +14.6% | +115.7% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling