-24.1%
RKT vs TRMB
+17.3%
-41.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -9.0% | +2.8% | -11.8% | -10.5% |
| 30D | +30.2% | -5.9% | +36.1% | +31.4% |
| 3M | -8.8% | -3.3% | -5.5% | -9.6% |
| 6M | -0.9% | +1.3% | -2.3% | -4.6% |
| YTD | -29.2% | -29.0% | -0.2% | -15.3% |
| 1Y | -20.1% | -27.8% | +7.7% | -5.3% |
| 3Y | +81.3% | +36.3% | +45.0% | +34.2% |
| 5Y | -6.6% | -35.8% | +29.2% | +10.0% |
| All | -24.1% | +17.3% | -41.5% | -47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling