-83.4%
FRMI vs TRMB
-29.9%
-53.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.4% |
| 7D | +10.9% | -5.4% | +16.3% | +11.8% |
| 30D | -24.3% | -2.0% | -22.3% | -24.2% |
| 3M | -21.8% | +12.3% | -34.1% | -25.6% |
| 6M | -33.0% | -17.6% | -15.4% | -25.6% |
| YTD | -32.6% | -27.5% | -5.2% | -18.2% |
| All | -83.4% | -29.9% | -53.6% | -77.2% |
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