-22.2%
TRMB vs FGI
-70.0%
+47.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.1% |
| 7D | -16.6% | -4.1% | -12.5% | -16.5% |
| 30D | -8.9% | -3.4% | -5.5% | -8.8% |
| 3M | -6.3% | +61.8% | -68.1% | -8.7% |
| 6M | -10.0% | +17.0% | -27.0% | -11.8% |
| YTD | -30.1% | +31.4% | -61.5% | -32.6% |
| 1Y | -31.3% | +42.7% | -74.0% | -34.1% |
| 3Y | +30.8% | -0.1% | +31.0% | +23.5% |
| All | -22.2% | -70.0% | +47.8% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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