+95.4%
TRMB vs FDS
+127.7%
-32.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +2.8% | +1.5% | +1.4% | +2.1% |
| 30D | -5.9% | +14.8% | -20.7% | -12.7% |
| 3M | -3.3% | +16.3% | -19.6% | -11.6% |
| 6M | +1.3% | +66.2% | -64.9% | -24.4% |
| YTD | -29.0% | +16.2% | -45.2% | -36.6% |
| 1Y | -27.8% | +21.8% | -49.6% | -37.6% |
| 3Y | +36.3% | -23.9% | +60.2% | +50.9% |
| 5Y | -35.8% | -23.1% | -12.7% | -29.9% |
| All | +95.4% | +127.7% | -32.3% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling