+4,702.3%
RIO vs TRMB
+3,157.0%
+1,545.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.9% | +2.8% | -3.8% | -1.4% |
| 30D | -9.1% | -5.9% | -3.2% | -8.6% |
| 3M | -13.7% | -3.3% | -10.4% | -13.7% |
| 6M | -24.3% | +1.3% | -25.7% | -25.2% |
| YTD | +8.9% | -29.0% | +37.9% | +14.3% |
| 1Y | +22.7% | -27.8% | +50.4% | +28.3% |
| 3Y | +51.2% | +36.3% | +14.9% | +39.4% |
| 5Y | +88.1% | -35.8% | +123.9% | +95.6% |
| 10Y | +352.3% | +103.1% | +249.3% | +278.7% |
| All | +4,702.3% | +3,157.0% | +1,545.3% | +3,047.3% |
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