-30.4%
TRMB vs FND
-45.3%
+14.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | -3.0% | -5.8% | +2.7% | -1.7% |
| 30D | +2.3% | -20.2% | +22.5% | +7.9% |
| 3M | +15.3% | -12.0% | +27.3% | +18.4% |
| 6M | -14.7% | -18.5% | +3.8% | -10.6% |
| YTD | -26.4% | -22.3% | -4.2% | -22.8% |
| 1Y | -30.4% | -47.6% | +17.2% | -17.6% |
| All | -30.4% | -45.3% | +14.9% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling