+424.8%
FLEX vs TRMB
-36.0%
+460.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.8% |
| 7D | +7.5% | +2.8% | +4.6% | +6.0% |
| 30D | -25.3% | -5.9% | -19.4% | -22.9% |
| 3M | -39.7% | -3.3% | -36.4% | -38.9% |
| 6M | -47.9% | +1.3% | -49.2% | -49.1% |
| YTD | +24.1% | -29.0% | +53.1% | +45.2% |
| 1Y | +26.0% | -27.8% | +53.7% | +45.6% |
| 3Y | +282.7% | +36.3% | +246.4% | +210.4% |
| All | +424.8% | -36.0% | +460.8% | +526.3% |
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