-37.4%
TRMB vs RVTY
-32.1%
-5.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | -1.2% | +10.8% | -12.1% | -5.9% |
| 3M | +9.6% | +26.8% | -17.2% | -2.6% |
| 6M | -16.1% | +39.3% | -55.4% | -29.6% |
| YTD | -25.0% | +31.6% | -56.6% | -35.6% |
| 1Y | -27.7% | +47.7% | -75.4% | -41.7% |
| 3Y | +15.3% | +19.9% | -4.6% | -1.8% |
| 5Y | -37.4% | -32.3% | -5.1% | -26.8% |
| All | -37.4% | -32.1% | -5.3% | -26.8% |
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