+25.7%
RDW vs TRMB
-28.6%
+54.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.9% |
| 7D | +0.9% | -3.0% | +3.9% | +2.2% |
| 30D | -21.3% | +2.3% | -23.6% | -22.4% |
| 3M | -37.9% | +15.3% | -53.2% | -43.3% |
| 6M | +12.3% | -14.7% | +27.0% | +29.0% |
| YTD | +39.7% | -26.4% | +66.1% | +83.5% |
| 1Y | +25.7% | -30.4% | +56.1% | +70.5% |
| All | +25.7% | -28.6% | +54.3% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling