-35.6%
TRMB vs FND
-62.4%
+26.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +0.3% |
| 7D | +4.1% | -5.1% | +9.2% | +5.8% |
| 30D | -7.0% | +9.2% | -16.2% | -11.0% |
| 3M | -0.9% | -17.7% | +16.8% | +4.4% |
| 6M | -1.2% | +2.5% | -3.7% | -5.0% |
| YTD | -28.7% | -19.8% | -8.9% | -26.2% |
| 1Y | -32.1% | -22.7% | -9.4% | -28.7% |
| 3Y | +33.4% | -38.3% | +71.7% | +40.4% |
| 5Y | -35.6% | -63.0% | +27.4% | -15.9% |
| All | -35.6% | -62.4% | +26.8% | -15.9% |
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