+73.3%
TRMB vs FWONK
+276.9%
-203.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | +2.3% | -7.7% | +10.1% | +5.6% |
| 3M | +15.3% | +5.7% | +9.6% | +12.6% |
| 6M | -14.7% | +13.5% | -28.2% | -19.3% |
| YTD | -26.4% | -3.0% | -23.4% | -26.2% |
| 1Y | -30.4% | -6.4% | -24.0% | -29.4% |
| 3Y | +13.5% | +43.8% | -30.3% | -4.3% |
| 5Y | -38.6% | +98.6% | -137.2% | -54.4% |
| 10Y | +121.8% | +340.0% | -218.2% | +23.0% |
| All | +73.3% | +276.9% | -203.6% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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