+98.9%
TRMB vs FIVE
+596.6%
-497.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.6% | -4.5% | -0.5% |
| 7D | -17.0% | +6.2% | -23.1% | -18.8% |
| 30D | -9.0% | +18.2% | -27.2% | -13.8% |
| 3M | -8.1% | +3.8% | -12.0% | -10.0% |
| 6M | -10.1% | +13.7% | -23.8% | -14.9% |
| YTD | -30.2% | +34.7% | -64.9% | -37.6% |
| 1Y | -30.7% | +66.6% | -97.3% | -41.9% |
| 3Y | +32.6% | +44.3% | -11.7% | +8.1% |
| 5Y | -38.1% | +18.8% | -56.9% | -48.1% |
| 10Y | +98.9% | +569.2% | -470.3% | +11.9% |
| All | +98.9% | +596.6% | -497.7% | +11.9% |
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