-29.1%
TRMB vs FLR
+30.6%
-59.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.7% |
| 7D | -5.4% | -6.9% | +1.4% | -4.5% |
| 30D | -2.0% | +1.1% | -3.1% | -2.2% |
| 3M | +12.3% | +14.3% | -2.0% | +8.6% |
| 6M | -17.6% | +19.1% | -36.7% | -22.4% |
| YTD | -27.5% | +35.1% | -62.6% | -35.1% |
| 1Y | -29.1% | +29.5% | -58.6% | -35.7% |
| All | -29.1% | +30.6% | -59.7% | -35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling