+420.4%
FIX vs TRMB
+26.2%
+394.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.1% | -10.5% | -10.9% |
| 7D | -27.2% | -17.9% | -9.3% | -18.3% |
| 30D | -46.9% | -12.0% | -34.9% | -42.8% |
| 3M | -44.4% | -8.4% | -36.0% | -41.8% |
| 6M | -50.9% | -21.5% | -29.4% | -43.6% |
| YTD | +3.5% | -31.5% | +35.1% | +30.2% |
| 1Y | -2.1% | -33.4% | +31.3% | +26.5% |
| All | +420.4% | +26.2% | +394.1% | +322.6% |
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