-100.0%
DFNS vs TRMB
+25.0%
-125.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.2% | -18.2% | -19.1% |
| 7D | -12.7% | +4.1% | -16.7% | -13.4% |
| 30D | -65.2% | -7.0% | -58.2% | -64.3% |
| 3M | -94.6% | -0.9% | -93.6% | -94.5% |
| 6M | -96.2% | -1.2% | -95.0% | -96.2% |
| YTD | -99.6% | -28.7% | -70.9% | -99.6% |
| 1Y | -99.7% | -32.1% | -67.6% | -99.7% |
| 3Y | -100.0% | +33.4% | -133.4% | -100.0% |
| 5Y | -100.0% | -35.6% | -64.4% | -100.0% |
| All | -100.0% | +25.0% | -125.0% | -100.0% |
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