+89.5%
RSG vs TRMB
-39.6%
+129.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -1.8% | -5.4% | +3.6% | -1.0% |
| 30D | +2.8% | -2.0% | +4.8% | +3.0% |
| 3M | +4.3% | +12.3% | -8.0% | +2.4% |
| 6M | -0.5% | -17.6% | +17.1% | +2.0% |
| YTD | +5.2% | -27.5% | +32.7% | +9.9% |
| 1Y | -2.1% | -29.1% | +27.0% | +2.4% |
| 3Y | +56.5% | +11.5% | +45.0% | +48.6% |
| 5Y | +89.5% | -39.5% | +129.0% | +105.1% |
| All | +89.5% | -39.6% | +129.1% | +105.1% |
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