-35.9%
TRMB vs RGEN
-35.9%
-0.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.9% |
| 7D | -16.6% | -2.4% | -14.1% | -16.0% |
| 30D | -8.9% | +0.1% | -8.9% | -9.1% |
| 3M | -6.3% | +6.6% | -12.9% | -8.9% |
| 6M | -10.0% | +40.9% | -50.9% | -20.2% |
| YTD | -30.1% | +6.2% | -36.3% | -33.1% |
| 1Y | -31.3% | +19.4% | -50.7% | -36.5% |
| 3Y | +30.8% | +17.9% | +12.9% | +13.8% |
| 5Y | -35.9% | -34.0% | -1.9% | -39.2% |
| All | -35.9% | -35.9% | -0.1% | -39.2% |
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