+117.5%
TRMB vs FIVE
+475.1%
-357.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -0.3% | +3.7% | -3.9% | -1.4% |
| 30D | -1.2% | +4.0% | -5.2% | -2.6% |
| 3M | +9.6% | +36.2% | -26.6% | -0.5% |
| 6M | -16.1% | +18.0% | -34.1% | -21.3% |
| YTD | -25.0% | +34.9% | -59.9% | -32.4% |
| 1Y | -27.7% | +67.9% | -95.6% | -39.2% |
| 3Y | +15.3% | +57.3% | -42.0% | -8.3% |
| 5Y | -37.4% | +39.5% | -76.9% | -49.9% |
| 10Y | +117.5% | +496.4% | -378.9% | +21.3% |
| All | +117.5% | +475.1% | -357.6% | +21.3% |
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