+1,761.8%
TRMB vs RL
+1,476.5%
+285.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.4% |
| 7D | -16.7% | -4.2% | -12.5% | -15.8% |
| 30D | -9.9% | +4.3% | -14.2% | -11.8% |
| 3M | -7.6% | -4.6% | -3.0% | -6.8% |
| 6M | -14.7% | +1.7% | -16.4% | -16.6% |
| YTD | -30.9% | +7.3% | -38.3% | -34.2% |
| 1Y | -31.3% | +20.8% | -52.1% | -37.3% |
| 3Y | +29.4% | +247.0% | -217.5% | -21.3% |
| 5Y | -37.4% | +225.5% | -262.8% | -61.5% |
| 10Y | +109.2% | +363.0% | -253.9% | +3.5% |
| All | +1,761.8% | +1,476.5% | +285.3% | +427.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling