+36.3%
TRMB vs FIVE
+40.0%
-3.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +2.8% | +2.7% | +0.2% | +2.4% |
| 30D | -5.9% | +12.7% | -18.5% | -7.9% |
| 3M | -3.3% | +2.1% | -5.4% | -4.0% |
| 6M | +1.3% | +17.5% | -16.1% | -2.2% |
| YTD | -29.0% | +31.0% | -59.9% | -32.8% |
| 1Y | -27.8% | +67.7% | -95.5% | -34.4% |
| 3Y | +36.3% | +43.4% | -7.1% | +15.0% |
| All | +36.3% | +40.0% | -3.7% | +15.0% |
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