+3,115.7%
FITB vs TRMB
+3,104.9%
+10.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.5% | -16.6% | +17.0% | +4.0% |
| 30D | +7.0% | -8.9% | +15.9% | +8.7% |
| 3M | -4.4% | -6.3% | +2.0% | -3.6% |
| 6M | +11.6% | -10.0% | +21.5% | +13.1% |
| YTD | +18.6% | -30.1% | +48.7% | +26.6% |
| 1Y | +29.8% | -31.3% | +61.1% | +39.0% |
| 3Y | +140.7% | +30.8% | +109.9% | +124.3% |
| 5Y | +48.6% | -35.9% | +84.5% | +59.5% |
| 10Y | +224.4% | +101.7% | +122.7% | +180.4% |
| All | +3,115.7% | +3,104.9% | +10.8% | +1,723.3% |
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 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