+1,586.5%
TRMB vs FDS
+10,327.4%
-8,740.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +2.4% |
| 7D | -16.7% | -0.5% | -16.2% | -16.8% |
| 30D | -9.9% | +20.2% | -30.1% | -17.2% |
| 3M | -7.6% | +19.9% | -27.4% | -15.3% |
| 6M | -14.7% | +56.2% | -70.8% | -31.2% |
| YTD | -30.9% | +14.6% | -45.5% | -37.1% |
| 1Y | -31.3% | +31.6% | -62.9% | -41.4% |
| 3Y | +29.4% | -23.8% | +53.2% | +37.9% |
| 5Y | -37.4% | -22.6% | -14.8% | -33.7% |
| 10Y | +109.2% | +139.3% | -30.2% | +36.4% |
| All | +1,586.5% | +10,327.4% | -8,740.9% | +319.7% |
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