+63.6%
RIG vs TRMB
-39.0%
+102.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | +0.2% |
| 7D | -8.2% | -2.9% | -5.3% | -7.0% |
| 30D | -0.2% | -1.8% | +1.6% | +0.4% |
| 3M | -2.7% | +8.4% | -11.1% | -7.5% |
| 6M | -7.5% | -18.5% | +11.1% | +0.2% |
| YTD | +38.3% | -26.7% | +65.0% | +56.9% |
| 1Y | +81.8% | -28.3% | +110.2% | +107.7% |
| 3Y | -30.2% | +12.6% | -42.8% | -37.3% |
| All | +63.6% | -39.0% | +102.6% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling