+1,608.7%
TRMB vs RBA
+4,003.4%
-2,394.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | -16.7% | +4.3% | -20.9% | -18.0% |
| 30D | -9.9% | +16.3% | -26.2% | -14.8% |
| 3M | -7.6% | +1.3% | -8.9% | -8.5% |
| 6M | -14.7% | -11.1% | -3.6% | -12.0% |
| YTD | -30.9% | -8.5% | -22.5% | -29.9% |
| 1Y | -31.3% | -2.1% | -29.2% | -31.9% |
| 3Y | +29.4% | +44.6% | -15.1% | +11.1% |
| 5Y | -37.4% | +36.8% | -74.2% | -46.5% |
| 10Y | +109.2% | +227.3% | -118.1% | +29.2% |
| All | +1,608.7% | +4,003.4% | -2,394.7% | +549.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling