-21.7%
FN vs TRMB
-31.3%
+9.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.1% | +10.8% | +11.6% |
| 7D | +16.3% | -17.0% | +33.2% | +20.6% |
| 30D | -24.7% | -9.0% | -15.7% | -23.2% |
| 3M | -34.9% | -8.1% | -26.8% | -33.6% |
| 6M | -41.1% | -10.1% | -31.0% | -37.1% |
| YTD | -19.6% | -30.2% | +10.6% | +4.4% |
| All | -21.7% | -31.3% | +9.6% | +6.1% |
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