+351.3%
DAL vs TRMB
+303.2%
+48.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.4% |
| 7D | +0.1% | -2.5% | +2.6% | +1.5% |
| 30D | -13.9% | +1.5% | -15.4% | -14.9% |
| 3M | +1.1% | +6.8% | -5.7% | -3.0% |
| 6M | +26.2% | -14.9% | +41.2% | +35.7% |
| YTD | +16.4% | -24.1% | +40.5% | +32.5% |
| 1Y | +33.9% | -25.4% | +59.2% | +53.6% |
| 3Y | +93.4% | +8.0% | +85.4% | +81.1% |
| 5Y | +106.4% | -37.3% | +143.7% | +149.3% |
| 10Y | +143.0% | +116.8% | +26.2% | +52.4% |
| All | +351.3% | +303.2% | +48.1% | +66.5% |
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