-36.6%
TRMB vs FRSH
-72.4%
+35.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | -2.9% | -9.6% | +6.7% | -0.1% |
| 30D | -1.8% | -0.4% | -1.4% | -1.8% |
| 3M | +8.4% | +27.2% | -18.8% | +0.9% |
| 6M | -18.5% | +42.2% | -60.7% | -26.8% |
| YTD | -26.7% | -2.6% | -24.1% | -27.4% |
| 1Y | -28.3% | -10.2% | -18.1% | -27.6% |
| 3Y | +12.6% | -45.5% | +58.1% | +24.9% |
| All | -36.6% | -72.4% | +35.8% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling