+6,920.8%
DECK vs TRMB
+2,969.4%
+3,951.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -2.2% | -2.5% | +0.3% | -1.7% |
| 30D | -13.6% | +1.5% | -15.1% | -13.9% |
| 3M | -21.2% | +6.8% | -28.0% | -22.5% |
| 6M | -21.1% | -14.9% | -6.1% | -18.4% |
| YTD | -17.2% | -24.1% | +6.9% | -12.5% |
| 1Y | -30.7% | -25.4% | -5.4% | -26.6% |
| 3Y | -3.4% | +8.0% | -11.4% | -5.7% |
| 5Y | +25.5% | -37.3% | +62.9% | +36.9% |
| 10Y | +714.7% | +116.8% | +597.8% | +600.0% |
| All | +6,920.8% | +2,969.4% | +3,951.4% | +6,465.3% |
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 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