+15.1%
RDDT vs TRMB
-16.3%
+31.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.1% | +0.6% |
| 7D | +2.1% | -3.0% | +5.2% | +4.3% |
| 30D | +2.8% | +2.3% | +0.5% | +0.7% |
| 3M | -8.9% | +15.3% | -24.3% | -18.1% |
| 6M | +15.1% | -14.7% | +29.8% | +38.8% |
| All | +15.1% | -16.3% | +31.4% | +38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling