-42.2%
RIG vs TRMB
+121.9%
-164.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -2.6% |
| 7D | -3.1% | -3.0% | 0.0% | -1.4% |
| 30D | -0.5% | +2.3% | -2.9% | -2.2% |
| 3M | -6.0% | +15.3% | -21.3% | -15.2% |
| 6M | -10.1% | -14.7% | +4.6% | -3.9% |
| YTD | +37.3% | -26.4% | +63.7% | +59.2% |
| 1Y | +73.9% | -30.4% | +104.3% | +107.6% |
| 3Y | -30.2% | +13.5% | -43.7% | -40.7% |
| 5Y | +62.5% | -38.6% | +101.0% | +99.0% |
| All | -42.2% | +121.9% | -164.1% | -67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling