-3.0%
RSG vs TRMB
-28.6%
+25.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.7% |
| 7D | 0.0% | -3.0% | +3.1% | +0.1% |
| 30D | +4.0% | +2.3% | +1.6% | +3.9% |
| 3M | +7.4% | +15.3% | -7.9% | +7.2% |
| 6M | +0.1% | -14.7% | +14.8% | -0.3% |
| YTD | +6.0% | -26.4% | +32.4% | +5.7% |
| 1Y | -3.0% | -30.4% | +27.4% | -2.2% |
| All | -3.0% | -28.6% | +25.6% | -2.2% |
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