+41,132.7%
RMD vs TRMB
+1,356.4%
+39,776.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | -0.2% |
| 7D | -5.0% | -2.5% | -2.5% | -4.6% |
| 30D | +2.2% | +1.5% | +0.7% | +1.9% |
| 3M | +17.8% | +6.8% | +11.1% | +16.4% |
| 6M | -11.3% | -14.9% | +3.6% | -9.0% |
| YTD | -4.4% | -24.1% | +19.7% | -0.1% |
| 1Y | -15.7% | -25.4% | +9.7% | -11.8% |
| 3Y | +47.7% | +8.0% | +39.7% | +43.5% |
| 5Y | -19.2% | -37.3% | +18.1% | -14.8% |
| 10Y | +280.4% | +116.8% | +163.6% | +219.3% |
| All | +41,132.7% | +1,356.4% | +39,776.3% | +21,000.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling