+4,549.4%
RCL vs TRMB
+4,360.3%
+189.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -5.1% | -2.5% | -2.6% | -4.3% |
| 30D | -19.0% | +1.5% | -20.5% | -19.5% |
| 3M | -9.6% | +6.8% | -16.3% | -11.6% |
| 6M | -6.7% | -14.9% | +8.3% | -2.1% |
| YTD | -3.9% | -24.1% | +20.2% | +4.3% |
| 1Y | -25.1% | -25.4% | +0.3% | -18.3% |
| 3Y | +179.1% | +8.0% | +171.1% | +170.6% |
| 5Y | +243.3% | -37.3% | +280.6% | +293.3% |
| 10Y | +325.8% | +116.8% | +209.0% | +259.4% |
| All | +4,549.4% | +4,360.3% | +189.1% | +2,173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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