+105.7%
DG vs TRMB
+105.4%
+0.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.4% |
| 7D | -3.0% | +4.1% | -7.1% | -3.6% |
| 30D | +8.6% | -5.1% | +13.7% | +8.8% |
| 3M | +15.0% | -2.6% | +17.6% | +14.6% |
| 6M | +32.7% | -2.7% | +35.4% | +32.1% |
| YTD | +5.5% | -27.9% | +33.4% | +10.3% |
| 1Y | +34.6% | -29.0% | +63.6% | +41.0% |
| 3Y | +24.2% | +35.0% | -10.7% | +13.1% |
| 5Y | -32.3% | -33.9% | +1.6% | -30.4% |
| All | +105.7% | +105.4% | +0.3% | +55.8% |
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