+95.6%
DG vs TRMB
+118.7%
-23.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -6.3% | -5.4% | -0.9% | -5.3% |
| 30D | +2.4% | -2.0% | +4.4% | +2.8% |
| 3M | +12.4% | +12.3% | +0.1% | +10.1% |
| 6M | -14.9% | -17.6% | +2.7% | -12.2% |
| YTD | -6.1% | -27.5% | +21.4% | -1.1% |
| 1Y | +17.9% | -29.1% | +47.0% | +24.4% |
| 3Y | +3.1% | +11.5% | -8.3% | -1.9% |
| 5Y | -38.7% | -39.5% | +0.8% | -35.4% |
| All | +95.6% | +118.7% | -23.1% | +48.7% |
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