-24.1%
RKT vs TRMB
+17.7%
-41.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -3.9% | -4.4% |
| 7D | -7.5% | +4.1% | -11.6% | -9.7% |
| 30D | +26.6% | -7.0% | +33.6% | +28.8% |
| 3M | -2.4% | -0.9% | -1.5% | -4.7% |
| 6M | -7.4% | -1.2% | -6.2% | -9.3% |
| YTD | -29.2% | -28.7% | -0.4% | -15.5% |
| 1Y | -23.5% | -32.1% | +8.5% | -5.9% |
| 3Y | +73.9% | +33.4% | +40.5% | +30.7% |
| 5Y | -6.6% | -35.6% | +29.0% | +9.8% |
| All | -24.1% | +17.7% | -41.9% | -47.9% |
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