-99.9%
DFNS vs TRMB
+28.5%
-128.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.1% |
| 7D | +4.6% | -2.9% | +7.5% | +5.3% |
| 30D | -73.9% | -1.8% | -72.1% | -73.8% |
| 3M | -71.7% | +8.4% | -80.1% | -71.9% |
| 6M | -94.6% | -18.5% | -76.1% | -94.7% |
| YTD | -98.1% | -26.7% | -71.3% | -98.1% |
| 1Y | -98.3% | -28.3% | -70.0% | -98.4% |
| 3Y | -99.9% | +12.6% | -112.5% | -99.9% |
| 5Y | -99.9% | -38.7% | -61.2% | -99.9% |
| All | -99.9% | +28.5% | -128.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling