+130.6%
TRMB vs FTV
+127.6%
+3.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +2.8% | +3.9% | -1.1% | +0.1% |
| 30D | -5.9% | +18.7% | -24.5% | -17.0% |
| 3M | -3.3% | +10.0% | -13.3% | -10.2% |
| 6M | +1.3% | +14.6% | -13.2% | -9.0% |
| YTD | -29.0% | +23.4% | -52.4% | -40.3% |
| 1Y | -27.8% | +31.3% | -59.1% | -42.0% |
| 3Y | +36.3% | +39.8% | -3.5% | +3.7% |
| 5Y | -35.8% | +17.7% | -53.5% | -45.4% |
| 10Y | +103.1% | +110.2% | -7.2% | +23.3% |
| All | +130.6% | +127.6% | +3.0% | +36.6% |
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