+3,166.3%
TRMB vs RVTY
+2,562.7%
+603.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | +4.1% | -0.7% | +4.9% | +4.3% |
| 30D | -5.1% | +1.7% | -6.8% | -5.9% |
| 3M | -2.6% | +36.8% | -39.4% | -14.9% |
| 6M | -2.7% | +60.1% | -62.8% | -20.9% |
| YTD | -27.9% | +64.0% | -91.9% | -42.6% |
| 1Y | -29.0% | +68.2% | -97.2% | -44.1% |
| 3Y | +35.0% | +88.8% | -53.8% | -1.3% |
| 5Y | -33.9% | -10.5% | -23.4% | -35.4% |
| 10Y | +106.1% | +219.7% | -113.6% | +22.7% |
| All | +3,166.3% | +2,562.7% | +603.6% | +856.2% |
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