+277.6%
FTI vs TRMB
+11.9%
+265.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | -2.3% | -2.9% | +0.6% | -1.5% |
| 30D | +5.0% | -1.8% | +6.8% | +5.4% |
| 3M | +13.8% | +8.4% | +5.4% | +10.2% |
| 6M | +22.9% | -18.5% | +41.4% | +30.7% |
| YTD | +75.0% | -26.7% | +101.7% | +92.8% |
| 1Y | +96.9% | -28.3% | +125.2% | +117.6% |
| All | +277.6% | +11.9% | +265.7% | +267.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling