+111.4%
DAL vs TRMB
-36.0%
+147.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.1% | +2.8% | -3.9% | -2.6% |
| 30D | +12.8% | -5.9% | +18.7% | +13.8% |
| 3M | -5.3% | -3.3% | -2.0% | -6.4% |
| 6M | +22.4% | +1.3% | +21.0% | +16.7% |
| YTD | +25.6% | -29.0% | +54.6% | +47.8% |
| 1Y | +45.5% | -27.8% | +73.3% | +69.4% |
| 3Y | +161.0% | +36.3% | +124.7% | +109.3% |
| All | +111.4% | -36.0% | +147.5% | +148.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling