-98.3%
DFNS vs TRMB
-24.7%
-73.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +3.0% |
| 7D | -16.0% | -2.5% | -13.5% | -10.4% |
| 30D | -77.7% | +1.5% | -79.2% | -79.7% |
| 3M | -77.2% | +6.8% | -83.9% | -80.4% |
| 6M | -95.2% | -14.9% | -80.2% | -94.4% |
| YTD | -98.0% | -24.1% | -73.9% | -97.3% |
| 1Y | -98.3% | -25.4% | -72.9% | -97.7% |
| All | -98.3% | -24.7% | -73.6% | -97.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling