+120.8%
TRMB vs RL
+297.6%
-176.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.0% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | -1.8% | -17.5% | +15.7% | +5.8% |
| 3M | +8.4% | -14.0% | +22.4% | +14.4% |
| 6M | -18.5% | -2.0% | -16.6% | -19.2% |
| YTD | -26.7% | -4.6% | -22.1% | -26.7% |
| 1Y | -28.3% | +9.5% | -37.8% | -32.1% |
| 3Y | +12.6% | +200.5% | -187.9% | -30.3% |
| 5Y | -38.7% | +226.3% | -265.0% | -64.1% |
| 10Y | +120.8% | +304.8% | -184.0% | +19.8% |
| All | +120.8% | +297.6% | -176.8% | +19.8% |
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