+247.6%
DIA vs TRMB
+121.9%
+125.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +0.5% |
| 7D | -1.6% | -3.0% | +1.5% | -0.5% |
| 30D | -2.0% | +2.3% | -4.4% | -2.9% |
| 3M | +3.6% | +15.3% | -11.7% | -1.7% |
| 6M | +11.5% | -14.7% | +26.2% | +16.7% |
| YTD | +10.4% | -26.4% | +36.8% | +21.0% |
| 1Y | +15.6% | -30.4% | +46.0% | +28.8% |
| 3Y | +58.9% | +13.5% | +45.3% | +45.7% |
| 5Y | +65.3% | -38.6% | +103.9% | +83.9% |
| All | +247.6% | +121.9% | +125.7% | +140.9% |
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 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