-25.4%
TRMB vs RUN
-46.2%
+20.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -2.5% | +1.3% | -3.8% | -2.7% |
| 30D | +1.5% | -15.3% | +16.8% | +3.1% |
| 3M | +6.8% | -40.0% | +46.8% | +12.1% |
| 6M | -14.9% | -27.0% | +12.0% | -13.1% |
| YTD | -24.1% | -51.7% | +27.6% | -19.9% |
| 1Y | -25.4% | -45.9% | +20.5% | -22.1% |
| All | -25.4% | -46.2% | +20.8% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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