+948.1%
FIX vs TRMB
-38.3%
+986.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.6% | +5.0% |
| 7D | -17.5% | -16.7% | -0.8% | -9.1% |
| 30D | -41.6% | -9.9% | -31.7% | -38.3% |
| 3M | -40.6% | -7.6% | -33.0% | -38.4% |
| 6M | -49.4% | -14.7% | -34.7% | -45.9% |
| YTD | +9.2% | -30.9% | +40.1% | +30.1% |
| 1Y | +6.5% | -31.3% | +37.8% | +27.7% |
| 3Y | +448.7% | +29.4% | +419.3% | +385.1% |
| All | +948.1% | -38.3% | +986.4% | +1,182.1% |
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