+594.0%
DG vs TRMB
+375.1%
+218.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -2.5% | +4.1% | -6.5% | -3.1% |
| 30D | +7.7% | -7.0% | +14.7% | +8.3% |
| 3M | +13.1% | -0.9% | +14.0% | +12.5% |
| 6M | +32.0% | -1.2% | +33.2% | +31.3% |
| YTD | +3.3% | -28.7% | +32.1% | +7.9% |
| 1Y | +31.7% | -32.1% | +63.7% | +38.5% |
| 3Y | +21.7% | +33.4% | -11.7% | +12.7% |
| 5Y | -34.7% | -35.6% | +0.9% | -32.9% |
| 10Y | +106.7% | +103.8% | +3.0% | +73.3% |
| All | +594.0% | +375.1% | +218.9% | +352.7% |
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 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