+103.5%
RIO vs TRMB
-39.0%
+142.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.5% |
| 7D | +1.0% | -2.9% | +3.9% | +1.7% |
| 30D | +4.0% | -1.8% | +5.8% | +4.4% |
| 3M | +4.5% | +8.4% | -3.9% | +1.9% |
| 6M | +17.3% | -18.5% | +35.9% | +23.0% |
| YTD | +36.2% | -26.7% | +62.9% | +46.5% |
| 1Y | +76.1% | -28.3% | +104.5% | +90.2% |
| 3Y | +102.5% | +12.6% | +89.9% | +87.1% |
| 5Y | +103.5% | -38.7% | +142.2% | +113.2% |
| All | +103.5% | -39.0% | +142.5% | +113.2% |
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