-36.3%
TRMB vs RNG
-72.1%
+35.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | +2.8% | +4.6% | -1.8% | +1.6% |
| 30D | -5.9% | +0.4% | -6.3% | -6.2% |
| 3M | -3.3% | +11.4% | -14.7% | -6.6% |
| 6M | +1.3% | +95.7% | -94.3% | -16.5% |
| YTD | -29.0% | +162.9% | -191.9% | -47.3% |
| 1Y | -27.8% | +180.3% | -208.0% | -47.4% |
| 3Y | +36.3% | +188.3% | -152.0% | -6.8% |
| All | -36.3% | -72.1% | +35.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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