+534.0%
RMBS vs TRMB
+102.3%
+431.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | +10.3% | +2.8% | +7.5% | +8.6% |
| 30D | -10.7% | -5.9% | -4.9% | -8.3% |
| 3M | -17.2% | -3.3% | -13.9% | -16.7% |
| 6M | -39.0% | +1.3% | -40.4% | -41.3% |
| YTD | -10.5% | -29.0% | +18.5% | +6.5% |
| 1Y | -11.0% | -27.8% | +16.8% | +5.1% |
| 3Y | +31.3% | +36.3% | -5.0% | +13.1% |
| 5Y | +242.8% | -35.8% | +278.6% | +323.4% |
| All | +534.0% | +102.3% | +431.7% | +365.4% |
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