-11.2%
FLUT vs TRMB
-14.3%
+3.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.6% |
| 7D | -1.6% | -2.5% | +0.9% | -0.2% |
| 30D | +7.7% | +1.5% | +6.2% | +6.6% |
| 3M | -0.7% | +6.8% | -7.5% | -4.3% |
| 6M | -11.2% | -14.9% | +3.8% | -1.1% |
| All | -11.2% | -14.3% | +3.2% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling