+116.7%
TRMB vs RRX
+228.4%
-111.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.2% | -0.2% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | +2.3% | -6.1% | +8.5% | +5.1% |
| 3M | +15.3% | -23.1% | +38.4% | +26.5% |
| 6M | -14.7% | -19.5% | +4.8% | -10.6% |
| YTD | -26.4% | +16.1% | -42.5% | -37.3% |
| 1Y | -30.4% | +12.9% | -43.3% | -40.4% |
| 3Y | +13.5% | +7.9% | +5.6% | -6.6% |
| 5Y | -38.6% | +19.1% | -57.7% | -53.8% |
| All | +116.7% | +228.4% | -111.7% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling