+3,339.2%
TRMB vs RVTY
+2,090.1%
+1,249.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.5% | +1.1% | -3.6% | -3.0% |
| 30D | +1.5% | +13.2% | -11.7% | -3.6% |
| 3M | +6.8% | +27.2% | -20.5% | -3.9% |
| 6M | -14.9% | +32.4% | -47.3% | -25.4% |
| YTD | -24.1% | +34.9% | -59.0% | -34.1% |
| 1Y | -25.4% | +52.4% | -77.8% | -38.6% |
| 3Y | +8.0% | +12.3% | -4.3% | -2.6% |
| 5Y | -37.3% | -30.8% | -6.5% | -31.6% |
| 10Y | +116.8% | +150.7% | -33.9% | +43.1% |
| All | +3,339.2% | +2,090.1% | +1,249.1% | +997.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling