+5,893.7%
RCL vs TRMB
+4,006.3%
+1,887.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +8.5% | -16.6% | +25.1% | +13.8% |
| 30D | +20.4% | -8.9% | +29.3% | +22.8% |
| 3M | +11.0% | -6.3% | +17.3% | +11.9% |
| 6M | +24.9% | -10.0% | +34.8% | +27.2% |
| YTD | +23.9% | -30.1% | +54.0% | +36.4% |
| 1Y | +30.8% | -31.3% | +62.1% | +44.8% |
| 3Y | +270.4% | +30.8% | +239.6% | +236.8% |
| 5Y | +296.1% | -35.9% | +332.0% | +347.5% |
| 10Y | +375.0% | +101.7% | +273.3% | +306.4% |
| All | +5,893.7% | +4,006.3% | +1,887.5% | +2,874.4% |
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