+3,339.2%
TRMB vs RGEN
+1,141.5%
+2,197.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -1.0% |
| 7D | -2.5% | -4.9% | +2.4% | -2.2% |
| 30D | +1.5% | +5.7% | -4.2% | +1.1% |
| 3M | +6.8% | +32.4% | -25.7% | +4.4% |
| 6M | -14.9% | +33.2% | -48.1% | -17.0% |
| YTD | -24.1% | +2.3% | -26.4% | -24.5% |
| 1Y | -25.4% | +39.0% | -64.4% | -27.5% |
| 3Y | +8.0% | -4.6% | +12.6% | +6.6% |
| 5Y | -37.3% | -42.7% | +5.4% | -36.6% |
| 10Y | +116.8% | +433.6% | -316.8% | +90.9% |
| All | +3,339.2% | +1,141.5% | +2,197.7% | +2,705.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling