-31.3%
TRMB vs RL
+22.6%
-53.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -16.6% | +1.3% | -17.9% | -17.1% |
| 30D | -8.9% | +7.6% | -16.5% | -11.0% |
| 3M | -6.3% | -1.5% | -4.8% | -6.1% |
| 6M | -10.0% | +12.1% | -22.0% | -13.4% |
| YTD | -30.1% | +13.9% | -44.0% | -34.5% |
| 1Y | -31.3% | +20.7% | -52.0% | -38.5% |
| All | -31.3% | +22.6% | -53.9% | -38.5% |
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