+184.0%
ROP vs TRMB
+109.2%
+74.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.4% |
| 7D | -2.9% | +4.1% | -7.1% | -4.3% |
| 30D | +30.1% | -5.1% | +35.1% | +31.0% |
| 3M | +19.9% | -2.6% | +22.5% | +19.5% |
| 6M | +46.0% | -2.7% | +48.7% | +45.5% |
| YTD | +8.4% | -27.9% | +36.3% | +19.4% |
| 1Y | +8.8% | -29.0% | +37.8% | +20.3% |
| 3Y | -5.6% | +35.0% | -40.6% | -18.8% |
| 5Y | +3.0% | -33.9% | +36.9% | +11.2% |
| 10Y | +184.0% | +106.1% | +77.9% | +101.5% |
| All | +184.0% | +109.2% | +74.8% | +101.5% |
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