-99.9%
DFNS vs TRMB
+33.1%
-133.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -16.0% | -2.5% | -13.5% | -15.5% |
| 30D | -77.7% | +1.5% | -79.2% | -77.8% |
| 3M | -77.2% | +6.8% | -83.9% | -77.5% |
| 6M | -95.2% | -14.9% | -80.2% | -95.3% |
| YTD | -98.0% | -24.1% | -73.9% | -98.0% |
| 1Y | -98.3% | -25.4% | -72.9% | -98.3% |
| 3Y | -99.9% | +8.0% | -107.9% | -99.9% |
| 5Y | -99.9% | -37.3% | -62.6% | -99.9% |
| All | -99.9% | +33.1% | -133.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling