-31.0%
TRMB vs FDS
+31.1%
-62.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.9% | -20.2% | -18.2% |
| 7D | -15.7% | +9.4% | -25.1% | -18.3% |
| 30D | -7.8% | +23.8% | -31.5% | -14.1% |
| 3M | -9.3% | +25.1% | -34.4% | -16.0% |
| 6M | -20.8% | +53.8% | -74.6% | -31.2% |
| YTD | -30.8% | +19.6% | -50.3% | -37.0% |
| 1Y | -31.0% | +31.6% | -62.6% | -36.6% |
| All | -31.0% | +31.1% | -62.1% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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