-29.8%
DHR vs TRMB
-39.6%
+9.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -5.0% | -5.4% | +0.4% | -2.8% |
| 30D | -3.3% | -2.0% | -1.4% | -2.6% |
| 3M | +9.4% | +12.3% | -2.9% | +4.0% |
| 6M | +3.2% | -17.6% | +20.8% | +10.9% |
| YTD | -12.0% | -27.5% | +15.4% | -0.7% |
| 1Y | +4.9% | -29.1% | +34.0% | +19.0% |
| 3Y | -7.4% | +11.5% | -18.9% | -16.8% |
| 5Y | -29.8% | -39.5% | +9.7% | -20.8% |
| All | -29.8% | -39.6% | +9.8% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling