+13.0%
TRMB vs FLR
+56.0%
-43.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.8% | -1.6% |
| 7D | -2.9% | -3.1% | +0.2% | -2.2% |
| 30D | -1.8% | +4.9% | -6.7% | -3.1% |
| 3M | +8.4% | +10.8% | -2.4% | +4.3% |
| 6M | -18.5% | +19.7% | -38.2% | -24.2% |
| YTD | -26.7% | +38.4% | -65.1% | -35.1% |
| 1Y | -28.3% | +34.7% | -63.0% | -36.2% |
| All | +13.0% | +56.0% | -43.0% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling