+135.7%
ROP vs TRMB
+113.5%
+22.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.5% |
| 7D | -6.1% | -2.9% | -3.2% | -5.1% |
| 30D | -3.4% | -1.8% | -1.6% | -2.7% |
| 3M | +16.7% | +8.4% | +8.3% | +13.4% |
| 6M | +8.1% | -18.5% | +26.6% | +15.7% |
| YTD | -11.7% | -26.7% | +15.1% | -2.1% |
| 1Y | -24.2% | -28.3% | +4.1% | -15.7% |
| 3Y | -19.0% | +12.6% | -31.6% | -25.1% |
| 5Y | -15.9% | -38.7% | +22.8% | -5.7% |
| 10Y | +135.7% | +120.8% | +14.9% | +56.5% |
| All | +135.7% | +113.5% | +22.1% | +56.5% |
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