+794.1%
FN vs TRMB
+96.4%
+697.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -4.1% | -16.6% | +12.5% | +4.9% |
| 30D | -28.3% | -8.9% | -19.4% | -25.4% |
| 3M | -33.9% | -6.3% | -27.6% | -33.0% |
| 6M | -43.9% | -10.0% | -34.0% | -42.8% |
| YTD | -23.4% | -30.1% | +6.7% | -10.3% |
| 1Y | -25.4% | -31.3% | +5.9% | -11.3% |
| 3Y | +107.9% | +30.8% | +77.1% | +78.5% |
| 5Y | +195.1% | -35.9% | +231.0% | +251.4% |
| 10Y | +794.1% | +101.7% | +692.4% | +483.3% |
| All | +794.1% | +96.4% | +697.7% | +483.3% |
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