+3,339.2%
TRMB vs RRC
+1,202.2%
+2,137.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -2.5% | +1.3% | -3.8% | -2.7% |
| 30D | +1.5% | +10.1% | -8.6% | +0.1% |
| 3M | +6.8% | +4.0% | +2.8% | +6.0% |
| 6M | -14.9% | +1.6% | -16.5% | -15.4% |
| YTD | -24.1% | +19.7% | -43.8% | -26.5% |
| 1Y | -25.4% | +21.4% | -46.8% | -28.1% |
| 3Y | +8.0% | +29.7% | -21.7% | +2.2% |
| 5Y | -37.3% | +153.9% | -191.2% | -47.9% |
| 10Y | +116.8% | +10.8% | +106.0% | +77.5% |
| All | +3,339.2% | +1,202.2% | +2,137.0% | +1,968.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling