-36.3%
TRMB vs FRSH
-72.5%
+36.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -3.0% | -6.6% | +3.6% | -1.1% |
| 30D | +2.3% | +2.1% | +0.2% | +1.6% |
| 3M | +15.3% | +29.0% | -13.6% | +6.9% |
| 6M | -14.7% | +48.6% | -63.3% | -24.3% |
| YTD | -26.4% | -2.9% | -23.5% | -27.0% |
| 1Y | -30.4% | -7.9% | -22.5% | -30.2% |
| 3Y | +13.5% | -46.5% | +60.0% | +26.6% |
| All | -36.3% | -72.5% | +36.2% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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