-0.5%
ROL vs TRMB
-37.2%
+36.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.6% |
| 7D | -1.4% | -2.5% | +1.1% | -1.0% |
| 30D | -4.1% | +1.5% | -5.6% | -4.4% |
| 3M | -22.5% | +6.8% | -29.3% | -23.7% |
| 6M | -37.7% | -14.9% | -22.7% | -35.9% |
| YTD | -39.6% | -24.1% | -15.5% | -36.6% |
| 1Y | -36.0% | -25.4% | -10.6% | -32.7% |
| 3Y | -5.1% | +8.0% | -13.2% | -10.5% |
| All | -0.5% | -37.2% | +36.7% | +10.8% |
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