+96.0%
TRMB vs FTV
+109.0%
-13.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +4.1% | +3.7% | +0.4% | +1.4% |
| 30D | -7.0% | +16.8% | -23.8% | -17.3% |
| 3M | -0.9% | +10.4% | -11.3% | -8.3% |
| 6M | -1.2% | +12.8% | -14.0% | -10.5% |
| YTD | -28.7% | +23.3% | -52.0% | -40.2% |
| 1Y | -32.1% | +31.0% | -63.1% | -45.6% |
| 3Y | +33.4% | +38.6% | -5.2% | +1.6% |
| 5Y | -35.6% | +17.6% | -53.2% | -45.3% |
| All | +96.0% | +109.0% | -13.0% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling