+43,155.6%
RMD vs TRMB
+1,267.3%
+41,888.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +0.1% | +4.1% | -4.0% | -0.6% |
| 30D | +1.9% | -7.0% | +8.9% | +2.7% |
| 3M | +6.3% | -0.9% | +7.2% | +5.8% |
| 6M | +18.2% | -1.2% | +19.4% | +17.6% |
| YTD | +0.3% | -28.7% | +29.0% | +5.4% |
| 1Y | -4.3% | -32.1% | +27.8% | +1.4% |
| 3Y | +71.3% | +33.4% | +37.9% | +60.0% |
| 5Y | -1.8% | -35.6% | +33.8% | +2.7% |
| 10Y | +344.6% | +103.8% | +240.8% | +275.4% |
| All | +43,155.6% | +1,267.3% | +41,888.3% | +22,156.0% |
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 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