-36.3%
TRMB vs RBA
+45.7%
-82.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.7% |
| 7D | +2.8% | +1.7% | +1.1% | +2.2% |
| 30D | -5.9% | +8.3% | -14.2% | -9.0% |
| 3M | -3.3% | +10.5% | -13.9% | -7.4% |
| 6M | +1.3% | -5.9% | +7.2% | +2.5% |
| YTD | -29.0% | -6.9% | -22.1% | -28.4% |
| 1Y | -27.8% | -4.9% | -22.9% | -27.8% |
| 3Y | +36.3% | +64.5% | -28.2% | +11.7% |
| All | -36.3% | +45.7% | -82.0% | -42.7% |
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