+1,142.9%
RSP vs TRMB
+1,214.0%
-71.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +0.7% | -16.6% | +17.3% | +5.7% |
| 30D | +3.7% | -8.9% | +12.6% | +5.8% |
| 3M | +0.7% | -6.3% | +7.0% | +1.7% |
| 6M | +9.0% | -10.0% | +19.0% | +11.0% |
| YTD | +16.7% | -30.1% | +46.8% | +27.8% |
| 1Y | +19.0% | -31.3% | +50.3% | +30.8% |
| 3Y | +64.7% | +30.8% | +33.9% | +45.9% |
| 5Y | +49.6% | -35.9% | +85.5% | +61.3% |
| 10Y | +213.2% | +101.7% | +111.4% | +130.7% |
| All | +1,142.9% | +1,214.0% | -71.1% | +445.5% |
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 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