+15.3%
TRMB vs RRC
+32.7%
-17.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.3% | -1.2% | +0.9% | 0.0% |
| 30D | -1.2% | +9.4% | -10.7% | -3.2% |
| 3M | +9.6% | +7.4% | +2.2% | +7.6% |
| 6M | -16.1% | +1.5% | -17.6% | -16.9% |
| YTD | -25.0% | +19.4% | -44.4% | -29.0% |
| 1Y | -27.7% | +24.2% | -51.9% | -32.9% |
| 3Y | +15.3% | +32.8% | -17.5% | +0.9% |
| All | +15.3% | +32.7% | -17.4% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling