+4.4%
RDW vs TRMB
-21.7%
+26.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.3% |
| 7D | +4.8% | -5.4% | +10.2% | +9.0% |
| 30D | -19.5% | -2.0% | -17.6% | -18.9% |
| 3M | -26.9% | +12.3% | -39.2% | -34.7% |
| 6M | +17.8% | -17.6% | +35.4% | +32.7% |
| YTD | +43.0% | -27.5% | +70.5% | +77.0% |
| 1Y | +32.1% | -29.1% | +61.2% | +67.3% |
| 3Y | +250.6% | +11.5% | +239.2% | +235.8% |
| 5Y | -6.6% | -39.5% | +32.8% | +15.0% |
| All | +4.4% | -21.7% | +26.1% | +22.4% |
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