-37.4%
TRMB vs RRC
+153.5%
-190.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | +9.6% | +7.4% | +2.2% | +7.8% |
| 6M | -16.1% | +1.5% | -17.6% | -16.8% |
| YTD | -25.0% | +19.4% | -44.4% | -28.2% |
| 1Y | -27.7% | +24.2% | -51.9% | -31.7% |
| 3Y | +15.3% | +32.8% | -17.5% | +5.9% |
| 5Y | -37.4% | +152.9% | -190.3% | -46.4% |
| All | -37.4% | +153.5% | -190.9% | -46.4% |
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