-41.5%
RIG vs TRMB
+4,174.9%
-4,216.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.3% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +9.5% | -1.2% | +10.7% | +9.7% |
| 3M | -6.6% | +9.6% | -16.2% | -9.1% |
| 6M | -2.9% | -16.1% | +13.3% | +0.1% |
| YTD | +39.5% | -25.0% | +64.4% | +47.0% |
| 1Y | +82.3% | -27.7% | +110.0% | +93.4% |
| 3Y | -29.6% | +15.3% | -44.9% | -32.7% |
| 5Y | +63.2% | -37.4% | +100.6% | +76.2% |
| 10Y | -45.0% | +117.5% | -162.4% | -52.3% |
| All | -41.5% | +4,174.9% | -4,216.4% | -62.6% |
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 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