+134.1%
TRMB vs FTV
+127.5%
+6.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +2.9% | +3.0% |
| 7D | +4.1% | -0.7% | +4.8% | +4.5% |
| 30D | -5.1% | +18.3% | -23.4% | -16.2% |
| 3M | -2.6% | +10.2% | -12.8% | -9.7% |
| 6M | -2.7% | +12.8% | -15.5% | -11.7% |
| YTD | -27.9% | +23.4% | -51.3% | -39.4% |
| 1Y | -29.0% | +31.4% | -60.5% | -43.0% |
| 3Y | +35.0% | +38.7% | -3.7% | +3.3% |
| 5Y | -33.9% | +18.6% | -52.5% | -44.0% |
| 10Y | +106.1% | +110.1% | -4.0% | +25.2% |
| All | +134.1% | +127.5% | +6.6% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling