+113.6%
TRMB vs RRC
+6.5%
+107.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -5.4% | -1.2% | -4.3% | -5.3% |
| 30D | -2.0% | +3.0% | -4.9% | -2.4% |
| 3M | +12.3% | +7.3% | +5.0% | +11.1% |
| 6M | -17.6% | +3.6% | -21.2% | -18.3% |
| YTD | -27.5% | +19.4% | -46.8% | -29.6% |
| 1Y | -29.1% | +21.4% | -50.5% | -31.6% |
| 3Y | +11.5% | +32.8% | -21.3% | +5.4% |
| 5Y | -39.5% | +152.0% | -191.4% | -48.4% |
| All | +113.6% | +6.5% | +107.1% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling