-37.4%
TRMB vs RBA
+44.6%
-82.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | -0.3% | -1.1% | +0.8% | +0.1% |
| 30D | -1.2% | -13.2% | +12.0% | +4.0% |
| 3M | +9.6% | -21.4% | +31.0% | +19.0% |
| 6M | -16.1% | -20.9% | +4.7% | -9.2% |
| YTD | -25.0% | -19.9% | -5.1% | -19.7% |
| 1Y | -27.7% | -28.7% | +1.0% | -19.1% |
| 3Y | +15.3% | +27.4% | -12.1% | +4.2% |
| 5Y | -37.4% | +41.7% | -79.1% | -49.3% |
| All | -37.4% | +44.6% | -82.0% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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