-37.1%
TRMB vs FIVE
+31.2%
-68.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.4% |
| 7D | -2.5% | +4.3% | -6.8% | -3.7% |
| 30D | +1.5% | +12.5% | -11.0% | -1.9% |
| 3M | +6.8% | +31.2% | -24.5% | -1.3% |
| 6M | -14.9% | +14.4% | -29.3% | -19.0% |
| YTD | -24.1% | +33.9% | -58.0% | -30.9% |
| 1Y | -25.4% | +65.1% | -90.4% | -36.1% |
| 3Y | +8.0% | +49.0% | -41.0% | -8.7% |
| All | -37.1% | +31.2% | -68.3% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling