-10.4%
FLUT vs TRMB
+113.5%
-124.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.7% |
| 7D | -2.6% | -2.9% | +0.3% | -1.8% |
| 30D | +5.4% | -1.8% | +7.1% | +5.9% |
| 3M | -10.8% | +8.4% | -19.2% | -12.8% |
| 6M | -9.2% | -18.5% | +9.3% | -4.1% |
| YTD | -53.8% | -26.7% | -27.1% | -49.8% |
| 1Y | -66.0% | -28.3% | -37.7% | -62.8% |
| 3Y | -44.7% | +12.6% | -57.3% | -46.0% |
| 5Y | -50.6% | -38.7% | -11.9% | -47.7% |
| 10Y | -10.4% | +120.8% | -131.2% | -10.5% |
| All | -10.4% | +113.5% | -124.0% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling