-31.3%
TRMB vs RRC
+34.7%
-66.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.7% | -0.1% |
| 7D | -16.6% | -5.2% | -11.3% | -16.3% |
| 30D | -8.9% | +25.2% | -34.1% | -8.7% |
| 3M | -6.3% | +27.4% | -33.7% | -6.2% |
| 6M | -10.0% | +27.0% | -36.9% | -9.8% |
| YTD | -30.1% | +46.3% | -76.4% | -28.0% |
| 1Y | -31.3% | +37.1% | -68.4% | -28.7% |
| All | -31.3% | +34.7% | -66.0% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling