-15.3%
ROP vs TRMB
-37.5%
+22.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.4% |
| 7D | -5.4% | -0.3% | -5.1% | -5.3% |
| 30D | -1.6% | -1.2% | -0.4% | -1.2% |
| 3M | +18.8% | +9.6% | +9.2% | +15.0% |
| 6M | +8.2% | -16.1% | +24.3% | +14.2% |
| YTD | -10.5% | -25.0% | +14.5% | -2.1% |
| 1Y | -23.7% | -27.7% | +3.9% | -16.0% |
| 3Y | -17.9% | +15.3% | -33.2% | -24.5% |
| 5Y | -15.3% | -37.4% | +22.1% | -5.1% |
| All | -15.3% | -37.5% | +22.2% | -5.1% |
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