+146.5%
TRMB vs FTV
+90.8%
+55.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.4% |
| 7D | -2.5% | -4.5% | +2.0% | +0.7% |
| 30D | +1.5% | -7.1% | +8.6% | +6.8% |
| 3M | +6.8% | -7.2% | +13.9% | +12.0% |
| 6M | -14.9% | -1.5% | -13.4% | -14.8% |
| YTD | -24.1% | +3.5% | -27.6% | -27.3% |
| 1Y | -25.4% | +20.3% | -45.7% | -36.2% |
| 3Y | +8.0% | -3.1% | +11.1% | +7.1% |
| 5Y | -37.3% | +2.3% | -39.7% | -40.7% |
| 10Y | +116.8% | +76.3% | +40.5% | +50.5% |
| All | +146.5% | +90.8% | +55.7% | +66.4% |
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 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