+210.1%
TRMB vs RUN
-31.9%
+242.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.4% |
| 3M | +6.8% | -40.0% | +46.8% | +12.9% |
| 6M | -14.9% | -27.0% | +12.0% | -12.8% |
| YTD | -24.1% | -51.7% | +27.6% | -19.3% |
| 1Y | -25.4% | -45.9% | +20.5% | -22.5% |
| 3Y | +8.0% | -43.8% | +51.8% | -4.5% |
| 5Y | -37.3% | -80.5% | +43.2% | -39.6% |
| 10Y | +116.8% | +45.3% | +71.5% | +61.1% |
| All | +210.1% | -31.9% | +242.0% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling