+1,606.5%
TRMB vs FDS
+10,266.7%
-8,660.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -16.6% | -2.0% | -14.6% | -16.1% |
| 30D | -8.9% | +13.5% | -22.4% | -14.1% |
| 3M | -6.3% | +15.2% | -21.5% | -12.7% |
| 6M | -10.0% | +47.0% | -57.0% | -25.4% |
| YTD | -30.1% | +13.9% | -44.0% | -36.2% |
| 1Y | -31.3% | +25.2% | -56.5% | -40.0% |
| 3Y | +30.8% | -25.3% | +56.2% | +40.6% |
| 5Y | -35.9% | -23.3% | -12.6% | -31.9% |
| 10Y | +101.7% | +126.0% | -24.3% | +34.6% |
| All | +1,606.5% | +10,266.7% | -8,660.2% | +325.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling