+3,689.8%
FN vs TRMB
+309.7%
+3,380.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.2% | +3.7% |
| 7D | -1.7% | -2.5% | +0.8% | -0.5% |
| 30D | -22.0% | +1.5% | -23.5% | -23.2% |
| 3M | -43.0% | +6.8% | -49.8% | -45.8% |
| 6M | -27.7% | -14.9% | -12.8% | -23.4% |
| YTD | -10.5% | -24.1% | +13.6% | 0.0% |
| 1Y | +12.5% | -25.4% | +37.9% | +27.5% |
| 3Y | +153.8% | +8.0% | +145.8% | +141.9% |
| 5Y | +288.0% | -37.3% | +325.3% | +362.5% |
| 10Y | +906.4% | +116.8% | +789.6% | +560.8% |
| All | +3,689.8% | +309.7% | +3,380.1% | +1,876.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling