-39.3%
TRMB vs RL
+226.8%
-266.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.5% |
| 7D | -16.7% | -4.2% | -12.5% | -15.6% |
| 30D | -9.9% | +4.3% | -14.2% | -12.3% |
| 3M | -7.6% | -4.6% | -3.0% | -6.6% |
| 6M | -14.7% | +1.7% | -16.4% | -17.3% |
| YTD | -30.9% | +7.3% | -38.3% | -35.4% |
| 1Y | -31.3% | +20.8% | -52.1% | -39.5% |
| 3Y | +29.4% | +247.0% | -217.5% | -37.8% |
| All | -39.3% | +226.8% | -266.2% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling