+1,984.4%
RSG vs TRMB
+2,087.2%
-102.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -0.7% | -0.3% | -0.5% | -0.7% |
| 30D | +3.3% | -1.2% | +4.5% | +3.4% |
| 3M | +8.5% | +9.6% | -1.1% | +6.8% |
| 6M | -3.5% | -16.1% | +12.6% | -1.3% |
| YTD | +5.5% | -25.0% | +30.5% | +9.5% |
| 1Y | -1.7% | -27.7% | +26.0% | +2.4% |
| 3Y | +56.9% | +15.3% | +41.6% | +50.1% |
| 5Y | +89.4% | -37.4% | +126.8% | +96.1% |
| 10Y | +412.5% | +117.5% | +295.1% | +329.8% |
| All | +1,984.4% | +2,087.2% | -102.8% | +1,058.8% |
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