-37.4%
TRMB vs RGEN
-42.7%
+5.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | -0.3% | -0.9% | +0.6% | 0.0% |
| 30D | -1.2% | +2.8% | -4.1% | -2.2% |
| 3M | +9.6% | +34.5% | -24.9% | -0.5% |
| 6M | -16.1% | +40.5% | -56.6% | -25.5% |
| YTD | -25.0% | +2.8% | -27.8% | -26.9% |
| 1Y | -27.7% | +39.6% | -67.3% | -36.2% |
| 3Y | +15.3% | +4.4% | +10.9% | +4.6% |
| 5Y | -37.4% | -42.8% | +5.4% | -38.9% |
| All | -37.4% | -42.7% | +5.3% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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