+13.0%
TRMB vs RUN
-37.3%
+50.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.2% | -2.1% |
| 7D | -2.9% | -1.8% | -1.1% | -2.8% |
| 30D | -1.8% | -10.8% | +9.1% | -1.1% |
| 3M | +8.4% | -30.2% | +38.6% | +10.4% |
| 6M | -18.5% | -22.3% | +3.8% | -17.7% |
| YTD | -26.7% | -52.2% | +25.4% | -24.4% |
| 1Y | -28.3% | -45.1% | +16.8% | -26.7% |
| All | +13.0% | -37.3% | +50.3% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling