+7,078.7%
DECK vs TRMB
+2,668.5%
+4,410.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | +6.0% | -17.9% | +23.9% | +10.0% |
| 30D | +7.4% | -12.0% | +19.4% | +9.8% |
| 3M | -11.7% | -8.4% | -3.2% | -10.6% |
| 6M | -11.0% | -21.5% | +10.6% | -7.0% |
| YTD | -15.4% | -31.5% | +16.2% | -9.1% |
| 1Y | +7.2% | -33.4% | +40.7% | +15.9% |
| 3Y | -11.8% | +26.5% | -38.3% | -17.1% |
| 5Y | +24.3% | -37.9% | +62.2% | +35.2% |
| 10Y | +907.5% | +107.3% | +800.2% | +771.3% |
| All | +7,078.7% | +2,668.5% | +4,410.2% | +6,719.8% |
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