+68.4%
FITB vs TRMB
-39.0%
+107.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | +0.5% |
| 7D | -0.4% | -2.9% | +2.5% | +1.0% |
| 30D | -5.1% | -1.8% | -3.4% | -4.6% |
| 3M | +3.5% | +8.4% | -4.9% | -1.3% |
| 6M | +17.2% | -18.5% | +35.7% | +28.0% |
| YTD | +17.6% | -26.7% | +44.4% | +34.7% |
| 1Y | +23.4% | -28.3% | +51.7% | +42.2% |
| 3Y | +129.7% | +12.6% | +117.1% | +104.7% |
| 5Y | +68.4% | -38.7% | +107.1% | +85.5% |
| All | +68.4% | -39.0% | +107.4% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling