-26.6%
TRMB vs RL
+13.6%
-40.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.8% |
| 7D | -0.3% | +1.9% | -2.2% | -0.9% |
| 30D | -1.2% | -12.2% | +11.0% | +2.8% |
| 3M | +9.6% | -6.6% | +16.2% | +11.2% |
| 6M | -16.1% | +3.2% | -19.3% | -19.1% |
| YTD | -25.0% | -1.3% | -23.7% | -26.4% |
| All | -26.6% | +13.6% | -40.2% | -33.1% |
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