+3,062.2%
TRMB vs RVTY
+2,604.3%
+457.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.6% | -0.4% |
| 7D | -17.0% | +6.0% | -23.0% | -18.9% |
| 30D | -9.0% | +4.3% | -13.3% | -10.7% |
| 3M | -8.1% | +40.2% | -48.3% | -20.5% |
| 6M | -10.1% | +59.3% | -69.4% | -26.7% |
| YTD | -30.2% | +66.5% | -96.7% | -44.8% |
| 1Y | -30.7% | +77.5% | -108.2% | -46.6% |
| 3Y | +32.6% | +92.5% | -59.9% | -3.8% |
| 5Y | -38.1% | -6.8% | -31.3% | -40.6% |
| 10Y | +98.9% | +225.4% | -126.5% | +17.5% |
| All | +3,062.2% | +2,604.3% | +457.9% | +820.1% |
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 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