+175.6%
FN vs TRMB
-36.0%
+211.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.1% |
| 7D | +0.3% | +2.8% | -2.6% | -1.1% |
| 30D | -16.5% | -5.9% | -10.7% | -14.6% |
| 3M | -42.1% | -3.3% | -38.8% | -42.3% |
| 6M | -52.9% | +1.3% | -54.2% | -55.1% |
| YTD | -28.0% | -29.0% | +1.0% | -14.5% |
| 1Y | -18.5% | -27.8% | +9.3% | -3.9% |
| 3Y | +93.9% | +36.3% | +57.6% | +64.2% |
| All | +175.6% | -36.0% | +211.7% | +228.2% |
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