+48.7%
RSP vs TRMB
-38.3%
+87.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.9% |
| 7D | +0.4% | -17.0% | +17.4% | +5.9% |
| 30D | +3.7% | -9.0% | +12.7% | +5.8% |
| 3M | +0.8% | -8.1% | +8.9% | +2.3% |
| 6M | +9.1% | -10.1% | +19.1% | +11.1% |
| YTD | +16.7% | -30.2% | +46.9% | +29.6% |
| 1Y | +19.7% | -30.7% | +50.4% | +32.9% |
| 3Y | +66.7% | +32.6% | +34.1% | +41.1% |
| 5Y | +48.7% | -38.1% | +86.8% | +62.5% |
| All | +48.7% | -38.3% | +87.0% | +62.5% |
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