-28.3%
TRMB vs RVTY
+43.7%
-72.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.6% |
| 7D | -2.9% | -5.4% | +2.5% | -1.4% |
| 30D | -1.8% | +6.7% | -8.5% | -3.6% |
| 3M | +8.4% | +19.0% | -10.6% | +2.6% |
| 6M | -18.5% | +34.6% | -53.2% | -26.7% |
| YTD | -26.7% | +28.3% | -55.0% | -32.8% |
| 1Y | -28.3% | +46.0% | -74.3% | -36.9% |
| All | -28.3% | +43.7% | -72.0% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling