+36.3%
TRMB vs RUN
-7.3%
+43.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +2.8% | -13.5% | +16.4% | +3.6% |
| 30D | -5.9% | +18.3% | -24.2% | -6.9% |
| 3M | -3.3% | -12.5% | +9.2% | -2.9% |
| 6M | +1.3% | -40.3% | +41.7% | +3.6% |
| YTD | -29.0% | -53.1% | +24.1% | -27.1% |
| 1Y | -27.8% | -54.3% | +26.5% | -25.8% |
| 3Y | +36.3% | -6.5% | +42.8% | +16.6% |
| All | +36.3% | -7.3% | +43.6% | +16.6% |
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