-36.5%
FN vs TRMB
-33.8%
-2.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.1% | -13.1% | -14.0% |
| 7D | -16.0% | -17.9% | +1.9% | -12.5% |
| 30D | -40.1% | -12.0% | -28.1% | -38.5% |
| 3M | -43.9% | -8.4% | -35.5% | -42.8% |
| 6M | -55.6% | -21.5% | -34.1% | -48.2% |
| YTD | -35.7% | -31.5% | -4.1% | -15.9% |
| All | -36.5% | -33.8% | -2.7% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling