-32.1%
TRMB vs RL
+17.3%
-49.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.0% |
| 7D | +4.1% | +2.4% | +1.7% | +3.5% |
| 30D | -7.0% | +4.6% | -11.5% | -8.5% |
| 3M | -0.9% | -1.1% | +0.2% | -1.0% |
| 6M | -1.2% | +16.5% | -17.7% | -7.0% |
| YTD | -28.7% | +11.4% | -40.2% | -32.8% |
| 1Y | -32.1% | +16.1% | -48.2% | -38.0% |
| All | -32.1% | +17.3% | -49.3% | -38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling