+113.6%
TRMB vs RVTY
+139.0%
-25.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | +0.3% |
| 7D | -5.4% | -7.4% | +2.0% | -1.5% |
| 30D | -2.0% | +4.5% | -6.5% | -4.4% |
| 3M | +12.3% | +19.5% | -7.1% | +1.0% |
| 6M | -17.6% | +34.1% | -51.7% | -31.5% |
| YTD | -27.5% | +25.3% | -52.7% | -37.8% |
| 1Y | -29.1% | +47.0% | -76.1% | -44.9% |
| 3Y | +11.5% | +14.1% | -2.6% | -5.8% |
| 5Y | -39.5% | -34.6% | -4.9% | -28.2% |
| All | +113.6% | +139.0% | -25.4% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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