+96.0%
TRMB vs RL
+342.1%
-246.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.8% |
| 7D | +4.1% | +2.4% | +1.7% | +3.1% |
| 30D | -7.0% | +4.6% | -11.5% | -9.2% |
| 3M | -0.9% | -1.1% | +0.2% | -1.4% |
| 6M | -1.2% | +16.5% | -17.7% | -8.7% |
| YTD | -28.7% | +11.4% | -40.2% | -33.4% |
| 1Y | -32.1% | +16.1% | -48.2% | -37.6% |
| 3Y | +33.4% | +252.6% | -219.2% | -23.0% |
| 5Y | -35.6% | +244.9% | -280.5% | -63.3% |
| All | +96.0% | +342.1% | -246.1% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling