-31.0%
TRMB vs RUN
-53.7%
+22.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.3% | -18.6% | -17.5% |
| 7D | -15.7% | +18.5% | -34.2% | -17.4% |
| 30D | -7.8% | +15.5% | -23.3% | -9.4% |
| 3M | -9.3% | -20.3% | +11.0% | -7.8% |
| 6M | -20.8% | -30.8% | +10.0% | -18.8% |
| YTD | -30.8% | -52.2% | +21.5% | -27.3% |
| 1Y | -31.0% | -53.9% | +22.9% | -27.5% |
| All | -31.0% | -53.7% | +22.8% | -27.5% |
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