+209.8%
RSP vs TRMB
+113.5%
+96.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.1% |
| 7D | -1.8% | -2.9% | +1.1% | -0.7% |
| 30D | -2.5% | -1.8% | -0.8% | -2.0% |
| 3M | +3.0% | +8.4% | -5.4% | -0.6% |
| 6M | +8.9% | -18.5% | +27.4% | +16.5% |
| YTD | +13.0% | -26.7% | +39.7% | +25.3% |
| 1Y | +16.2% | -28.3% | +44.5% | +29.6% |
| 3Y | +52.7% | +12.6% | +40.1% | +39.0% |
| 5Y | +50.5% | -38.7% | +89.2% | +69.1% |
| 10Y | +209.8% | +120.8% | +89.1% | +105.9% |
| All | +209.8% | +113.5% | +96.3% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling