+1,775.6%
FTI vs TRMB
+1,703.6%
+72.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +4.3% | +2.8% | +1.5% | +3.2% |
| 30D | -4.7% | -5.9% | +1.2% | -3.4% |
| 3M | -13.5% | -3.3% | -10.2% | -13.5% |
| 6M | -8.7% | +1.3% | -10.1% | -11.1% |
| YTD | +49.0% | -29.0% | +78.0% | +64.4% |
| 1Y | +54.0% | -27.8% | +81.8% | +68.7% |
| 3Y | +211.6% | +36.3% | +175.3% | +164.2% |
| 5Y | +881.9% | -35.8% | +917.7% | +967.4% |
| 10Y | +188.1% | +103.1% | +85.0% | +102.9% |
| All | +1,775.6% | +1,703.6% | +72.0% | +562.1% |
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