-35.9%
TRMB vs RRC
+124.4%
-160.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.7% | -0.9% |
| 7D | -16.6% | -5.2% | -11.3% | -15.6% |
| 30D | -8.9% | +25.2% | -34.1% | -13.3% |
| 3M | -6.3% | +27.4% | -33.7% | -11.2% |
| 6M | -10.0% | +27.0% | -36.9% | -14.9% |
| YTD | -30.1% | +46.3% | -76.4% | -36.3% |
| 1Y | -31.3% | +37.1% | -68.4% | -36.6% |
| 3Y | +30.8% | +60.2% | -29.3% | +14.8% |
| 5Y | -35.9% | +136.6% | -172.6% | -48.9% |
| All | -35.9% | +124.4% | -160.4% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling