+67.4%
RIG vs TRMB
-36.0%
+103.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.5% | +4.3% |
| 7D | +5.7% | +2.8% | +2.9% | +4.4% |
| 30D | -0.7% | -5.9% | +5.1% | +1.2% |
| 3M | -3.1% | -3.3% | +0.2% | -2.7% |
| 6M | -16.3% | +1.3% | -17.7% | -18.7% |
| YTD | +34.1% | -29.0% | +63.1% | +53.4% |
| 1Y | +38.2% | -27.8% | +65.9% | +56.3% |
| 3Y | -15.3% | +36.3% | -51.6% | -31.0% |
| All | +67.4% | -36.0% | +103.4% | +95.4% |
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 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