+122.9%
FIX vs TRMB
-24.7%
+147.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.0% |
| 7D | +6.0% | -2.5% | +8.6% | +6.4% |
| 30D | -7.2% | +1.5% | -8.8% | -7.4% |
| 3M | -15.9% | +6.8% | -22.6% | -16.3% |
| 6M | +12.7% | -14.9% | +27.7% | +23.2% |
| YTD | +72.8% | -24.1% | +96.9% | +103.5% |
| 1Y | +122.9% | -25.4% | +148.3% | +169.4% |
| All | +122.9% | -24.7% | +147.6% | +169.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling