+118.1%
DAL vs TRMB
+104.0%
+14.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.7% |
| 7D | +4.6% | -17.9% | +22.5% | +14.6% |
| 30D | +2.3% | -12.0% | +14.3% | +7.7% |
| 3M | -8.1% | -8.4% | +0.3% | -6.1% |
| 6M | +21.4% | -21.5% | +43.0% | +34.7% |
| YTD | +24.3% | -31.5% | +55.9% | +49.0% |
| 1Y | +47.4% | -33.4% | +80.8% | +79.5% |
| 3Y | +164.6% | +26.5% | +138.1% | +120.2% |
| 5Y | +100.2% | -37.9% | +138.1% | +143.0% |
| All | +118.1% | +104.0% | +14.2% | +38.4% |
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