-2.2%
RMD vs TRMB
-34.2%
+32.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +0.9% |
| 7D | -0.8% | +4.1% | -4.9% | -2.0% |
| 30D | +1.7% | -5.1% | +6.7% | +2.0% |
| 3M | +6.4% | -2.6% | +9.0% | +5.6% |
| 6M | +20.7% | -2.7% | +23.4% | +19.4% |
| YTD | -0.2% | -27.9% | +27.8% | +8.5% |
| 1Y | -4.5% | -29.0% | +24.5% | +4.2% |
| 3Y | +70.5% | +35.0% | +35.6% | +45.1% |
| All | -2.2% | -34.2% | +32.0% | +10.1% |
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