+743.6%
FN vs TRMB
+105.7%
+637.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.9% | +10.8% | +11.2% |
| 7D | 0.0% | -16.7% | +16.6% | +9.3% |
| 30D | -34.3% | -9.9% | -24.4% | -31.3% |
| 3M | -39.9% | -7.6% | -32.3% | -38.6% |
| 6M | -51.8% | -14.7% | -37.1% | -49.4% |
| YTD | -28.1% | -30.9% | +2.8% | -15.3% |
| 1Y | -29.1% | -31.3% | +2.3% | -15.7% |
| 3Y | +102.4% | +29.4% | +73.0% | +74.9% |
| 5Y | +171.7% | -37.4% | +209.0% | +226.7% |
| All | +743.6% | +105.7% | +637.8% | +459.3% |
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 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