+16,000.5%
TROW vs TRMB
+3,340.8%
+12,659.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | 0.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | -4.0% | -1.2% | -2.8% | -3.8% |
| 3M | +5.0% | +9.6% | -4.6% | +2.5% |
| 6M | +24.3% | -16.1% | +40.4% | +29.0% |
| YTD | +9.8% | -25.0% | +34.7% | +16.9% |
| 1Y | +6.4% | -27.7% | +34.1% | +14.2% |
| 3Y | +15.8% | +15.3% | +0.5% | +10.9% |
| 5Y | -37.3% | -37.4% | +0.1% | -30.8% |
| 10Y | +130.6% | +117.5% | +13.2% | +90.8% |
| All | +16,000.5% | +3,340.8% | +12,659.7% | +7,101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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