-25.4%
TRMB vs FTV
+21.5%
-46.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.5% |
| 7D | -2.5% | -4.6% | +2.1% | -0.4% |
| 30D | +1.5% | -7.2% | +8.7% | +5.1% |
| 3M | +6.8% | -7.3% | +14.0% | +10.2% |
| 6M | -14.9% | -1.6% | -13.3% | -15.0% |
| YTD | -24.1% | +3.3% | -27.4% | -25.3% |
| 1Y | -25.4% | +20.2% | -45.6% | -33.4% |
| All | -25.4% | +21.5% | -46.9% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling