+283.9%
RTX vs TRMB
+113.5%
+170.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.2% |
| 7D | -1.6% | -2.9% | +1.3% | -0.6% |
| 30D | -11.6% | -1.8% | -9.8% | -11.2% |
| 3M | +9.2% | +8.4% | +0.8% | +5.7% |
| 6M | -4.4% | -18.5% | +14.1% | +1.4% |
| YTD | +8.9% | -26.7% | +35.6% | +19.4% |
| 1Y | +32.1% | -28.3% | +60.4% | +45.4% |
| 3Y | +151.2% | +12.6% | +138.6% | +125.9% |
| 5Y | +162.9% | -38.7% | +201.6% | +194.1% |
| 10Y | +283.9% | +120.8% | +163.2% | +133.8% |
| All | +283.9% | +113.5% | +170.4% | +133.8% |
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 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