-38.7%
TRMB vs FND
-61.3%
+22.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | -1.8% | -19.6% | +17.8% | +5.9% |
| 3M | +8.4% | -4.3% | +12.7% | +8.8% |
| 6M | -18.5% | -20.4% | +1.9% | -13.4% |
| YTD | -26.7% | -21.9% | -4.9% | -22.3% |
| 1Y | -28.3% | -45.2% | +16.9% | -13.4% |
| 3Y | +12.6% | -49.2% | +61.8% | +30.5% |
| 5Y | -38.7% | -61.8% | +23.1% | -24.7% |
| All | -38.7% | -61.3% | +22.5% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling