+9,228.5%
RTX vs TRMB
+3,104.9%
+6,123.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -1.7% | -16.6% | +14.8% | +0.7% |
| 30D | +7.7% | -8.9% | +16.6% | +8.9% |
| 3M | -10.3% | -6.3% | -4.0% | -9.8% |
| 6M | +14.6% | -10.0% | +24.5% | +15.7% |
| YTD | +10.4% | -30.1% | +40.5% | +15.3% |
| 1Y | +13.5% | -31.3% | +44.8% | +18.8% |
| 3Y | +158.6% | +30.8% | +127.8% | +144.1% |
| 5Y | +147.3% | -35.9% | +183.2% | +155.1% |
| 10Y | +268.6% | +101.7% | +166.9% | +223.0% |
| All | +9,228.5% | +3,104.9% | +6,123.6% | +5,638.4% |
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