+3,128.7%
TRMB vs RRC
+1,499.3%
+1,629.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +4.1% | +2.5% | +1.6% | +3.7% |
| 30D | -7.0% | +21.1% | -28.1% | -9.8% |
| 3M | -0.9% | +28.4% | -29.3% | -4.7% |
| 6M | -1.2% | +26.5% | -27.7% | -5.0% |
| YTD | -28.7% | +47.0% | -75.8% | -33.2% |
| 1Y | -32.1% | +35.2% | -67.3% | -35.6% |
| 3Y | +33.4% | +61.0% | -27.6% | +22.2% |
| 5Y | -35.6% | +133.6% | -169.2% | -45.7% |
| 10Y | +103.8% | +72.1% | +31.7% | +56.2% |
| All | +3,128.7% | +1,499.3% | +1,629.4% | +1,778.9% |
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 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