-39.5%
TRMB vs RRX
+14.8%
-54.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -0.2% |
| 7D | -5.4% | -3.7% | -1.7% | -4.0% |
| 30D | -2.0% | -9.3% | +7.3% | +1.6% |
| 3M | +12.3% | -21.8% | +34.1% | +20.4% |
| 6M | -17.6% | -22.0% | +4.4% | -13.3% |
| YTD | -27.5% | +11.9% | -39.4% | -36.6% |
| 1Y | -29.1% | +11.6% | -40.7% | -38.4% |
| 3Y | +11.5% | +2.2% | +9.3% | -3.2% |
| 5Y | -39.5% | +14.9% | -54.3% | -51.7% |
| All | -39.5% | +14.8% | -54.2% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling