+160.3%
FN vs TRMB
+8.5%
+151.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.2% | +3.8% |
| 7D | -1.7% | -2.5% | +0.8% | -0.2% |
| 30D | -22.0% | +1.5% | -23.5% | -23.5% |
| 3M | -43.0% | +6.8% | -49.8% | -46.4% |
| 6M | -27.7% | -14.9% | -12.8% | -20.2% |
| YTD | -10.5% | -24.1% | +13.6% | +7.2% |
| 1Y | +12.5% | -25.4% | +37.9% | +37.4% |
| All | +160.3% | +8.5% | +151.8% | +148.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling