-22.6%
FPS vs TRMB
-16.1%
-6.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -17.3% | 0.0% | -12.1% |
| 7D | -23.3% | -15.7% | -7.6% | -18.5% |
| 30D | -42.4% | -7.8% | -34.7% | -39.1% |
| 3M | -43.0% | -9.3% | -33.7% | -39.5% |
| 6M | -44.5% | -20.8% | -23.7% | -35.4% |
| All | -22.6% | -16.1% | -6.5% | -11.3% |
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 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