+3,299.3%
TRMB vs RRX
+3,888.4%
-589.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -0.3% | +4.3% | -4.6% | -2.0% |
| 30D | -1.2% | -8.0% | +6.8% | +2.0% |
| 3M | +9.6% | -22.0% | +31.6% | +18.5% |
| 6M | -16.1% | -11.9% | -4.2% | -15.4% |
| YTD | -25.0% | +17.1% | -42.1% | -33.9% |
| 1Y | -27.7% | +14.9% | -42.6% | -36.2% |
| 3Y | +15.3% | +6.9% | +8.4% | +0.1% |
| 5Y | -37.4% | +19.6% | -57.0% | -48.9% |
| 10Y | +117.5% | +215.9% | -98.5% | +16.4% |
| All | +3,299.3% | +3,888.4% | -589.1% | +1,016.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling