-15.3%
FPS vs TRMB
-12.6%
-2.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +3.2% | +11.2% | +13.2% |
| 7D | +9.5% | +4.1% | +5.4% | +8.1% |
| 30D | -33.8% | -5.1% | -28.7% | -30.8% |
| 3M | -34.9% | -2.6% | -32.3% | -32.0% |
| 6M | -42.9% | -2.7% | -40.2% | -38.3% |
| All | -15.3% | -12.6% | -2.7% | -4.1% |
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