-49.2%
FLUT vs TRMB
-37.5%
-11.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.1% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | +6.3% | -1.2% | +7.5% | +6.8% |
| 3M | -4.0% | +9.6% | -13.7% | -8.3% |
| 6M | -10.3% | -16.1% | +5.8% | -3.1% |
| YTD | -53.2% | -25.0% | -28.2% | -46.8% |
| 1Y | -65.0% | -27.7% | -37.3% | -59.6% |
| 3Y | -43.9% | +15.3% | -59.2% | -48.1% |
| 5Y | -49.2% | -37.4% | -11.8% | -39.5% |
| All | -49.2% | -37.5% | -11.7% | -39.5% |
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 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