-25.4%
FN vs TRMB
-31.2%
+5.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -4.1% | -16.6% | +12.5% | -0.6% |
| 30D | -28.3% | -8.9% | -19.4% | -26.9% |
| 3M | -33.9% | -6.3% | -27.6% | -33.0% |
| 6M | -43.9% | -10.0% | -34.0% | -40.1% |
| YTD | -23.4% | -30.1% | +6.7% | -0.6% |
| 1Y | -25.4% | -31.3% | +5.9% | +1.0% |
| All | -25.4% | -31.2% | +5.8% | +1.0% |
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