+44.7%
DG vs TRMB
-31.2%
+75.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -17.3% | +25.8% | +12.1% |
| 7D | +12.3% | -15.7% | +28.0% | +15.1% |
| 30D | +19.3% | -7.8% | +27.0% | +18.0% |
| 3M | +11.9% | -9.3% | +21.1% | +11.2% |
| 6M | +25.0% | -20.8% | +45.8% | +28.8% |
| YTD | +8.7% | -30.8% | +39.5% | +18.9% |
| 1Y | +44.7% | -31.0% | +75.7% | +59.9% |
| All | +44.7% | -31.2% | +75.9% | +59.9% |
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 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