-32.1%
TRMB vs FTV
+31.4%
-63.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +4.1% | +3.7% | +0.4% | +2.5% |
| 30D | -7.0% | +16.8% | -23.8% | -13.9% |
| 3M | -0.9% | +10.4% | -11.3% | -6.0% |
| 6M | -1.2% | +12.8% | -14.0% | -7.5% |
| YTD | -28.7% | +23.3% | -52.0% | -35.6% |
| 1Y | -32.1% | +31.0% | -63.1% | -41.0% |
| All | -32.1% | +31.4% | -63.5% | -41.0% |
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