+7,917.6%
FLEX vs TRMB
+3,559.7%
+4,357.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | -0.9% | -2.5% | +1.6% | +0.1% |
| 30D | -10.1% | +1.5% | -11.7% | -11.0% |
| 3M | -31.3% | +6.8% | -38.1% | -33.9% |
| 6M | +71.3% | -14.9% | +86.2% | +78.0% |
| YTD | +81.2% | -24.1% | +105.3% | +95.9% |
| 1Y | +98.5% | -25.4% | +123.9% | +116.2% |
| 3Y | +428.2% | +8.0% | +420.2% | +400.4% |
| 5Y | +657.3% | -37.3% | +694.6% | +767.7% |
| 10Y | +995.9% | +116.8% | +879.1% | +702.4% |
| All | +7,917.6% | +3,559.7% | +4,357.9% | +1,762.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling