-22.2%
RMD vs TRMB
-37.5%
+15.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | -4.5% | -0.3% | -4.2% | -4.4% |
| 30D | +4.6% | -1.2% | +5.8% | +4.9% |
| 3M | +14.8% | +9.6% | +5.2% | +11.1% |
| 6M | -12.1% | -16.1% | +4.1% | -7.4% |
| YTD | -7.5% | -25.0% | +17.5% | +0.8% |
| 1Y | -20.1% | -27.7% | +7.6% | -12.1% |
| 3Y | +53.9% | +15.3% | +38.6% | +39.9% |
| 5Y | -22.2% | -37.4% | +15.2% | -10.0% |
| All | -22.2% | -37.5% | +15.3% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling