-98.3%
DFNS vs TRMB
-29.4%
-68.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | +0.7% |
| 7D | +4.6% | -2.9% | +7.5% | +12.1% |
| 30D | -73.9% | -1.8% | -72.1% | -74.1% |
| 3M | -71.7% | +8.4% | -80.1% | -75.4% |
| 6M | -94.6% | -18.5% | -76.1% | -93.1% |
| YTD | -98.1% | -26.7% | -71.3% | -97.2% |
| 1Y | -98.3% | -28.3% | -70.0% | -97.5% |
| All | -98.3% | -29.4% | -68.9% | -97.5% |
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