+95.4%
TRMB vs FLR
+7.4%
+88.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +2.8% | +5.4% | -2.6% | +1.4% |
| 30D | -5.9% | +2.8% | -8.7% | -6.8% |
| 3M | -3.3% | -6.4% | +3.1% | -2.2% |
| 6M | +1.3% | +8.8% | -7.4% | -2.7% |
| YTD | -29.0% | +23.6% | -52.6% | -34.8% |
| 1Y | -27.8% | +13.8% | -41.6% | -32.3% |
| 3Y | +36.3% | +36.5% | -0.2% | +16.9% |
| 5Y | -35.8% | +119.3% | -155.2% | -52.3% |
| All | +95.4% | +7.4% | +88.0% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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