+206.9%
FN vs TRMB
-38.3%
+245.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.1% | +10.8% | +11.3% |
| 7D | +16.3% | -17.0% | +33.2% | +27.9% |
| 30D | -24.7% | -9.0% | -15.7% | -21.6% |
| 3M | -34.9% | -8.1% | -26.8% | -33.3% |
| 6M | -41.1% | -10.1% | -31.0% | -39.8% |
| YTD | -19.6% | -30.2% | +10.6% | -3.8% |
| 1Y | -18.5% | -30.7% | +12.2% | -1.4% |
| 3Y | +119.1% | +32.6% | +86.5% | +88.2% |
| 5Y | +206.9% | -38.1% | +245.1% | +268.8% |
| All | +206.9% | -38.3% | +245.3% | +268.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling