+583.4%
DG vs TRMB
+406.1%
+177.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +8.4% | -2.5% | +10.9% | +8.8% |
| 30D | +4.9% | +1.5% | +3.4% | +4.7% |
| 3M | +29.3% | +6.8% | +22.6% | +27.9% |
| 6M | -11.3% | -14.9% | +3.7% | -9.1% |
| YTD | +1.8% | -24.1% | +25.9% | +5.9% |
| 1Y | +25.3% | -25.4% | +50.7% | +30.6% |
| 3Y | +9.1% | +8.0% | +1.1% | +5.2% |
| 5Y | -34.9% | -37.3% | +2.4% | -32.4% |
| 10Y | +108.2% | +116.8% | -8.7% | +73.7% |
| All | +583.4% | +406.1% | +177.3% | +344.1% |
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