-35.6%
TRMB vs RACE
+62.4%
-98.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | 0.0% |
| 7D | +4.1% | -4.0% | +8.1% | +6.0% |
| 30D | -7.0% | +3.5% | -10.5% | -9.0% |
| 3M | -0.9% | -0.4% | -0.5% | -1.5% |
| 6M | -1.2% | +23.2% | -24.4% | -12.0% |
| YTD | -28.7% | +11.0% | -39.7% | -33.9% |
| 1Y | -32.1% | -2.2% | -29.8% | -32.7% |
| 3Y | +33.4% | +22.5% | +10.9% | +4.0% |
| 5Y | -35.6% | +63.2% | -98.8% | -61.6% |
| All | -35.6% | +62.4% | -98.0% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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