+28.4%
FLEX vs TRMB
-29.0%
+57.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +3.5% |
| 7D | +2.2% | +4.1% | -1.9% | +1.9% |
| 30D | -32.6% | -5.1% | -27.6% | -31.1% |
| 3M | -35.5% | -2.6% | -32.9% | -33.5% |
| 6M | -45.6% | -2.7% | -42.9% | -42.9% |
| YTD | +30.7% | -27.9% | +58.6% | +41.5% |
| 1Y | +28.4% | -29.0% | +57.4% | +40.5% |
| All | +28.4% | -29.0% | +57.3% | +40.5% |
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