+10.6%
ROP vs TRMB
-31.2%
+41.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -17.3% | +21.3% | +9.9% |
| 7D | +11.7% | -15.7% | +27.4% | +17.0% |
| 30D | +35.5% | -7.8% | +43.2% | +35.7% |
| 3M | +25.6% | -9.3% | +34.9% | +26.7% |
| 6M | +39.3% | -20.8% | +60.1% | +46.0% |
| YTD | +11.6% | -30.8% | +42.4% | +20.0% |
| 1Y | +10.6% | -31.0% | +41.6% | +18.4% |
| All | +10.6% | -31.2% | +41.8% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling