+98.7%
TRMB vs RNG
+327.7%
-229.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.8% | -0.1% |
| 7D | -2.5% | +5.8% | -8.3% | -3.9% |
| 30D | +1.5% | +19.6% | -18.1% | -2.8% |
| 3M | +6.8% | +67.0% | -60.3% | -6.2% |
| 6M | -14.9% | +88.4% | -103.3% | -27.9% |
| YTD | -24.1% | +155.5% | -179.6% | -41.1% |
| 1Y | -25.4% | +141.7% | -167.1% | -41.6% |
| 3Y | +8.0% | +131.1% | -123.1% | -18.1% |
| 5Y | -37.3% | -70.6% | +33.3% | -32.2% |
| 10Y | +116.8% | +228.2% | -111.4% | +27.9% |
| All | +98.7% | +327.7% | -229.0% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling