+1,778.0%
TRMB vs RBA
+3,565.6%
-1,787.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.2% |
| 7D | -2.5% | -2.9% | +0.4% | -1.5% |
| 30D | +1.5% | -12.3% | +13.8% | +6.1% |
| 3M | +6.8% | -20.5% | +27.3% | +14.9% |
| 6M | -14.9% | -18.5% | +3.6% | -9.3% |
| YTD | -24.1% | -18.2% | -5.9% | -19.5% |
| 1Y | -25.4% | -27.5% | +2.1% | -17.6% |
| 3Y | +8.0% | +38.1% | -30.1% | -5.5% |
| 5Y | -37.3% | +44.8% | -82.1% | -47.3% |
| 10Y | +116.8% | +187.1% | -70.3% | +40.7% |
| All | +1,778.0% | +3,565.6% | -1,787.6% | +645.8% |
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