+115.7%
TRMB vs FTV
+84.4%
+31.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.5% |
| 7D | -2.9% | -1.3% | -1.6% | -2.0% |
| 30D | -1.8% | -9.5% | +7.7% | +5.4% |
| 3M | +8.4% | -10.9% | +19.3% | +17.3% |
| 6M | -18.5% | -0.6% | -17.9% | -18.8% |
| YTD | -26.7% | +1.4% | -28.2% | -28.8% |
| 1Y | -28.3% | +17.6% | -45.9% | -37.8% |
| 3Y | +12.6% | -3.3% | +15.8% | +11.7% |
| 5Y | -38.7% | -0.1% | -38.6% | -41.0% |
| All | +115.7% | +84.4% | +31.3% | +50.7% |
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