+113.6%
TRMB vs RUN
+43.4%
+70.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -0.7% |
| 7D | -5.4% | -3.4% | -2.1% | -5.0% |
| 30D | -2.0% | -14.0% | +12.0% | 0.0% |
| 3M | +12.3% | -27.5% | +39.8% | +16.6% |
| 6M | -17.6% | -29.0% | +11.4% | -14.8% |
| YTD | -27.5% | -53.1% | +25.6% | -21.8% |
| 1Y | -29.1% | -46.7% | +17.6% | -25.8% |
| 3Y | +11.5% | -38.3% | +49.8% | -6.5% |
| 5Y | -39.5% | -80.7% | +41.2% | -41.9% |
| All | +113.6% | +43.4% | +70.2% | +12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling