-38.1%
TRMB vs RVTY
-6.1%
-32.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.6% | -0.5% |
| 7D | -17.0% | +6.0% | -23.0% | -19.0% |
| 30D | -9.0% | +4.3% | -13.3% | -10.8% |
| 3M | -8.1% | +40.2% | -48.3% | -21.6% |
| 6M | -10.1% | +59.3% | -69.4% | -28.4% |
| YTD | -30.2% | +66.5% | -96.7% | -46.3% |
| 1Y | -30.7% | +77.5% | -108.2% | -48.5% |
| 3Y | +32.6% | +92.5% | -59.9% | -11.1% |
| 5Y | -38.1% | -6.8% | -31.3% | -37.0% |
| All | -38.1% | -6.1% | -32.1% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling