+106.1%
TRMB vs FIVE
+535.9%
-429.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.5% |
| 7D | +4.1% | -0.5% | +4.6% | +4.2% |
| 30D | -5.1% | +17.4% | -22.5% | -9.9% |
| 3M | -2.6% | +7.0% | -9.6% | -5.5% |
| 6M | -2.7% | +20.5% | -23.1% | -9.6% |
| YTD | -27.9% | +33.1% | -61.0% | -35.3% |
| 1Y | -29.0% | +67.1% | -96.1% | -40.5% |
| 3Y | +35.0% | +41.9% | -6.9% | +10.5% |
| 5Y | -33.9% | +21.1% | -55.0% | -45.0% |
| 10Y | +106.1% | +518.8% | -412.7% | +16.2% |
| All | +106.1% | +535.9% | -429.8% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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