+36.3%
TRMB vs FLR
+35.7%
+0.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +2.8% | +5.4% | -2.6% | +1.5% |
| 30D | -5.9% | +2.8% | -8.7% | -6.7% |
| 3M | -3.3% | -6.4% | +3.1% | -2.2% |
| 6M | +1.3% | +8.8% | -7.4% | -3.0% |
| YTD | -29.0% | +23.6% | -52.6% | -35.6% |
| 1Y | -27.8% | +13.8% | -41.6% | -32.9% |
| 3Y | +36.3% | +36.5% | -0.2% | +6.0% |
| All | +36.3% | +35.7% | +0.6% | +6.0% |
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 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