+8.1%
FPS vs TRMB
-8.0%
+16.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.5% |
| 7D | +3.1% | -2.5% | +5.6% | +3.3% |
| 30D | -18.6% | +1.5% | -20.1% | -18.4% |
| 3M | -51.5% | +6.8% | -58.2% | -50.3% |
| 6M | -8.5% | -14.9% | +6.4% | -1.9% |
| All | +8.1% | -8.0% | +16.1% | +17.1% |
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