+588.9%
RVMD vs TRMB
-39.0%
+627.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.6% |
| 7D | -3.0% | -3.0% | +0.1% | -1.4% |
| 30D | -0.7% | +2.3% | -3.1% | -2.2% |
| 3M | +36.5% | +15.3% | +21.2% | +24.4% |
| 6M | +104.6% | -14.7% | +119.3% | +120.9% |
| YTD | +155.8% | -26.4% | +182.2% | +197.7% |
| 1Y | +340.7% | -30.4% | +371.1% | +427.0% |
| 3Y | +519.9% | +13.5% | +506.4% | +423.6% |
| All | +588.9% | -39.0% | +627.8% | +805.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling