-20.9%
FN vs TRMB
-30.2%
+9.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -3.8% |
| 7D | +20.8% | +4.1% | +16.7% | +19.7% |
| 30D | -17.3% | -7.0% | -10.3% | -16.1% |
| 3M | -38.1% | -0.9% | -37.2% | -38.3% |
| 6M | -44.2% | -1.2% | -43.0% | -43.6% |
| YTD | -22.3% | -28.7% | +6.5% | +2.0% |
| 1Y | -20.9% | -32.1% | +11.1% | +12.9% |
| All | -20.9% | -30.2% | +9.3% | +12.9% |
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