+70.6%
TRMB vs FND
+57.9%
+12.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | +2.8% | -6.8% | +9.7% | +5.0% |
| 30D | -5.9% | +8.0% | -13.8% | -9.3% |
| 3M | -3.3% | -18.9% | +15.6% | +1.8% |
| 6M | +1.3% | +4.7% | -3.3% | -2.8% |
| YTD | -29.0% | -21.6% | -7.4% | -26.2% |
| 1Y | -27.8% | -22.0% | -5.7% | -24.9% |
| 3Y | +36.3% | -40.4% | +76.7% | +47.4% |
| 5Y | -35.8% | -63.8% | +28.0% | -22.4% |
| All | +70.6% | +57.9% | +12.7% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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