+208.2%
ROL vs TRMB
+113.5%
+94.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.6% |
| 7D | -3.3% | -2.9% | -0.4% | -2.6% |
| 30D | -7.2% | -1.8% | -5.4% | -6.9% |
| 3M | -27.0% | +8.4% | -35.4% | -28.5% |
| 6M | -39.5% | -18.5% | -21.0% | -37.0% |
| YTD | -41.8% | -26.7% | -15.1% | -38.0% |
| 1Y | -38.9% | -28.3% | -10.6% | -34.7% |
| 3Y | -0.4% | +12.6% | -13.0% | -7.3% |
| 5Y | -4.2% | -38.7% | +34.5% | +2.3% |
| 10Y | +208.2% | +120.8% | +87.4% | +136.2% |
| All | +208.2% | +113.5% | +94.7% | +136.2% |
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