+1,127.7%
RSP vs TRMB
+1,327.3%
-199.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -0.8% | -2.5% | +1.8% | 0.0% |
| 30D | -0.3% | +1.5% | -1.9% | -0.9% |
| 3M | +4.3% | +6.8% | -2.5% | +1.8% |
| 6M | +8.8% | -14.9% | +23.8% | +13.5% |
| YTD | +15.3% | -24.1% | +39.4% | +24.2% |
| 1Y | +18.3% | -25.4% | +43.7% | +27.8% |
| 3Y | +52.8% | +8.0% | +44.8% | +44.2% |
| 5Y | +51.7% | -37.3% | +89.0% | +65.9% |
| 10Y | +208.5% | +116.8% | +91.7% | +123.9% |
| All | +1,127.7% | +1,327.3% | -199.5% | +430.0% |
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