-20.7%
TRMB vs FGI
-66.3%
+45.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.3% | -1.3% |
| 7D | +4.1% | +13.5% | -9.4% | +3.8% |
| 30D | -7.0% | +17.1% | -24.1% | -7.3% |
| 3M | -0.9% | +78.0% | -78.9% | -3.6% |
| 6M | -1.2% | +46.4% | -47.6% | -3.7% |
| YTD | -28.7% | +47.7% | -76.5% | -31.4% |
| 1Y | -32.1% | +56.8% | -88.9% | -35.0% |
| 3Y | +33.4% | +12.3% | +21.1% | +25.6% |
| All | -20.7% | -66.3% | +45.7% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling