+28.3%
TRMB vs FIVE
+35.4%
-7.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | -0.5% |
| 7D | -17.9% | -1.7% | -16.2% | -17.9% |
| 30D | -12.0% | +14.9% | -26.9% | -14.2% |
| 3M | -8.4% | +7.6% | -16.1% | -10.0% |
| 6M | -21.5% | +6.4% | -28.0% | -23.0% |
| YTD | -31.5% | +28.1% | -59.6% | -35.0% |
| 1Y | -33.4% | +54.7% | -88.1% | -38.8% |
| All | +28.3% | +35.4% | -7.1% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling