-31.0%
TRMB vs RRX
+30.0%
-61.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.6% | -13.7% | -16.8% |
| 7D | -15.7% | +7.6% | -23.3% | -16.4% |
| 30D | -7.8% | +7.5% | -15.3% | -8.5% |
| 3M | -9.3% | -21.0% | +11.7% | -6.7% |
| 6M | -20.8% | -18.1% | -2.7% | -19.6% |
| YTD | -30.8% | +24.3% | -55.0% | -39.8% |
| 1Y | -31.0% | +29.3% | -60.3% | -41.3% |
| All | -31.0% | +30.0% | -61.0% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling