+122.8%
DAL vs TRMB
+105.7%
+17.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.7% |
| 7D | +8.8% | -16.7% | +25.5% | +18.2% |
| 30D | +5.4% | -9.9% | +15.3% | +9.4% |
| 3M | -4.9% | -7.6% | +2.7% | -3.3% |
| 6M | +19.8% | -14.7% | +34.5% | +27.0% |
| YTD | +27.0% | -30.9% | +57.9% | +51.5% |
| 1Y | +52.5% | -31.3% | +83.8% | +82.3% |
| 3Y | +173.8% | +29.4% | +144.4% | +124.9% |
| 5Y | +104.5% | -37.4% | +141.9% | +147.1% |
| All | +122.8% | +105.7% | +17.1% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling