-100.0%
DFNS vs TRMB
-38.3%
-61.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.0% | -3.3% |
| 7D | -42.8% | -17.0% | -25.9% | -39.2% |
| 30D | -67.6% | -9.0% | -58.6% | -66.3% |
| 3M | -94.9% | -8.1% | -86.7% | -94.7% |
| 6M | -96.7% | -10.1% | -86.7% | -96.7% |
| YTD | -99.6% | -30.2% | -69.4% | -99.6% |
| 1Y | -99.7% | -30.7% | -69.0% | -99.7% |
| 3Y | -100.0% | +32.6% | -132.6% | -100.0% |
| 5Y | -100.0% | -38.1% | -61.8% | -100.0% |
| All | -100.0% | -38.3% | -61.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling