+352.4%
RMD vs TRMB
+105.4%
+247.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.0% |
| 7D | -0.8% | +4.1% | -4.9% | -2.0% |
| 30D | +1.7% | -5.1% | +6.7% | +2.2% |
| 3M | +6.4% | -2.6% | +9.0% | +5.9% |
| 6M | +20.7% | -2.7% | +23.4% | +19.8% |
| YTD | -0.2% | -27.9% | +27.8% | +7.8% |
| 1Y | -4.5% | -29.0% | +24.5% | +3.4% |
| 3Y | +70.5% | +35.0% | +35.6% | +49.8% |
| 5Y | -1.6% | -33.9% | +32.3% | +4.0% |
| All | +352.4% | +105.4% | +247.1% | +277.3% |
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 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