+617.4%
RVMD vs TRMB
+33.6%
+583.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.6% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | +1.1% | -1.2% | +2.3% | +1.4% |
| 3M | +39.6% | +9.6% | +30.0% | +30.8% |
| 6M | +110.7% | -16.1% | +126.8% | +129.7% |
| YTD | +160.3% | -25.0% | +185.3% | +199.7% |
| 1Y | +404.9% | -27.7% | +432.6% | +491.8% |
| 3Y | +545.5% | +15.3% | +530.2% | +446.5% |
| 5Y | +584.7% | -37.4% | +622.1% | +735.1% |
| All | +617.4% | +33.6% | +583.8% | +460.2% |
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