+71.2%
TRMB vs FND
+61.4%
+9.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +0.2% |
| 7D | +4.1% | -5.1% | +9.2% | +5.7% |
| 30D | -7.0% | +9.2% | -16.2% | -10.7% |
| 3M | -0.9% | -17.7% | +16.8% | +3.9% |
| 6M | -1.2% | +2.5% | -3.7% | -4.6% |
| YTD | -28.7% | -19.8% | -8.9% | -26.4% |
| 1Y | -32.1% | -22.7% | -9.4% | -29.1% |
| 3Y | +33.4% | -38.3% | +71.7% | +42.6% |
| 5Y | -35.6% | -63.0% | +27.4% | -22.7% |
| All | +71.2% | +61.4% | +9.7% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling