+24,936.4%
ROP vs TRMB
+2,165.5%
+22,770.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.5% | -3.4% |
| 7D | -4.4% | -2.5% | -1.9% | -3.9% |
| 30D | +3.2% | +1.5% | +1.7% | +2.9% |
| 3M | +23.1% | +6.8% | +16.3% | +21.5% |
| 6M | +13.3% | -14.9% | +28.3% | +16.9% |
| YTD | -7.9% | -24.1% | +16.2% | -2.8% |
| 1Y | -22.1% | -25.4% | +3.3% | -17.7% |
| 3Y | -16.8% | +8.0% | -24.8% | -19.3% |
| 5Y | -13.5% | -37.3% | +23.8% | -8.0% |
| 10Y | +137.7% | +116.8% | +20.9% | +96.6% |
| All | +24,936.4% | +2,165.5% | +22,770.9% | +11,808.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling