+2,159.9%
FTI vs TRMB
+1,827.7%
+332.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +5.3% | -2.5% | +7.8% | +6.3% |
| 30D | +15.3% | +1.5% | +13.8% | +14.3% |
| 3M | +15.8% | +6.8% | +9.0% | +11.7% |
| 6M | +22.6% | -14.9% | +37.5% | +28.3% |
| YTD | +79.5% | -24.1% | +103.6% | +95.2% |
| 1Y | +102.0% | -25.4% | +127.4% | +120.0% |
| 3Y | +315.8% | +8.0% | +307.8% | +285.1% |
| 5Y | +1,129.5% | -37.3% | +1,166.8% | +1,260.9% |
| 10Y | +320.9% | +116.8% | +204.1% | +191.6% |
| All | +2,159.9% | +1,827.7% | +332.2% | +686.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling