+14.5%
FIX vs TRMB
-31.3%
+45.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.1% | +8.4% | +9.1% |
| 7D | -7.2% | -17.0% | +9.7% | -3.1% |
| 30D | -35.1% | -9.0% | -26.1% | -32.4% |
| 3M | -34.3% | -8.1% | -26.2% | -31.4% |
| 6M | -42.9% | -10.1% | -32.9% | -38.5% |
| YTD | +19.5% | -30.2% | +49.7% | +44.0% |
| All | +14.5% | -31.3% | +45.8% | +41.5% |
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 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