+9,252.7%
RTX vs TRMB
+3,381.2%
+5,871.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -5.2% | -2.5% | -2.6% | -4.8% |
| 30D | -9.4% | +1.5% | -10.9% | -9.6% |
| 3M | +12.3% | +6.8% | +5.5% | +11.0% |
| 6M | -3.1% | -14.9% | +11.8% | -1.2% |
| YTD | +10.7% | -24.1% | +34.8% | +14.6% |
| 1Y | +28.4% | -25.4% | +53.8% | +33.1% |
| 3Y | +147.1% | +8.0% | +139.1% | +139.9% |
| 5Y | +167.2% | -37.3% | +204.6% | +177.1% |
| 10Y | +274.7% | +116.8% | +157.9% | +225.6% |
| All | +9,252.7% | +3,381.2% | +5,871.5% | +5,601.2% |
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