+1,427.0%
TRMB vs FLR
+520.6%
+906.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | +4.1% | +10.1% | -6.0% | +0.8% |
| 30D | -7.0% | -0.5% | -6.5% | -7.2% |
| 3M | -0.9% | -4.8% | +3.9% | -0.1% |
| 6M | -1.2% | +10.7% | -11.9% | -6.8% |
| YTD | -28.7% | +25.0% | -53.7% | -36.3% |
| 1Y | -32.1% | +8.3% | -40.4% | -36.5% |
| 3Y | +33.4% | +36.8% | -3.4% | +9.5% |
| 5Y | -35.6% | +121.8% | -157.4% | -56.6% |
| 10Y | +103.8% | +9.2% | +94.6% | +31.6% |
| All | +1,427.0% | +520.6% | +906.4% | +420.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling