+237.1%
DIA vs TRMB
+109.2%
+127.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | -0.5% |
| 7D | -1.6% | +4.1% | -5.7% | -2.9% |
| 30D | +1.3% | -5.1% | +6.3% | +1.9% |
| 3M | -2.1% | -2.6% | +0.5% | -2.5% |
| 6M | +6.2% | -2.7% | +8.9% | +5.3% |
| YTD | +10.3% | -27.9% | +38.3% | +20.4% |
| 1Y | +11.0% | -29.0% | +40.0% | +21.6% |
| 3Y | +60.4% | +35.0% | +25.4% | +37.6% |
| 5Y | +59.1% | -33.9% | +93.0% | +70.3% |
| 10Y | +237.1% | +106.1% | +130.9% | +143.4% |
| All | +237.1% | +109.2% | +127.9% | +143.4% |
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