+34.1%
TRMB vs FGI
-0.1%
+34.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.9% |
| 3M | -6.3% | +61.8% | -68.1% | -7.8% |
| 6M | -10.0% | +17.0% | -27.0% | -11.1% |
| YTD | -30.1% | +31.4% | -61.5% | -31.5% |
| 1Y | -31.3% | +42.7% | -74.0% | -32.8% |
| All | +34.1% | -0.1% | +34.3% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling