+8.8%
ROP vs TRMB
-29.0%
+37.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +29.2% |
| 3M | +19.9% | -2.6% | +22.5% | +17.4% |
| 6M | +46.0% | -2.7% | +48.7% | +41.8% |
| YTD | +8.4% | -27.9% | +36.3% | +15.2% |
| 1Y | +8.8% | -29.0% | +37.8% | +15.6% |
| All | +8.8% | -29.0% | +37.8% | +15.6% |
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