+38,192.3%
DHR vs TRMB
+3,340.8%
+34,851.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -0.8% | -0.3% | -0.6% | -0.8% |
| 30D | +0.2% | -1.2% | +1.5% | +0.4% |
| 3M | +12.1% | +9.6% | +2.5% | +10.5% |
| 6M | +5.4% | -16.1% | +21.5% | +8.0% |
| YTD | -10.0% | -25.0% | +15.0% | -6.3% |
| 1Y | +4.1% | -27.7% | +31.8% | +8.8% |
| 3Y | -5.2% | +15.3% | -20.5% | -8.0% |
| 5Y | -28.2% | -37.4% | +9.2% | -24.6% |
| 10Y | +208.4% | +117.5% | +90.9% | +171.2% |
| All | +38,192.3% | +3,340.8% | +34,851.5% | +25,877.9% |
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