+230.8%
RDW vs TRMB
+12.4%
+218.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -3.4% |
| 7D | +0.9% | -3.0% | +3.9% | +3.2% |
| 30D | -21.3% | +2.3% | -23.6% | -23.2% |
| 3M | -37.9% | +15.3% | -53.2% | -46.5% |
| 6M | +12.3% | -14.7% | +27.0% | +26.0% |
| YTD | +39.7% | -26.4% | +66.1% | +79.0% |
| 1Y | +25.7% | -30.4% | +56.1% | +70.7% |
| 3Y | +230.8% | +13.5% | +217.3% | +249.6% |
| All | +230.8% | +12.4% | +218.4% | +249.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling