+64.1%
DIA vs TRMB
-37.5%
+101.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.8% |
| 7D | +0.1% | -0.3% | +0.3% | +0.1% |
| 30D | -2.1% | -1.2% | -0.8% | -1.8% |
| 3M | +4.2% | +9.6% | -5.4% | +0.9% |
| 6M | +11.9% | -16.1% | +28.0% | +17.3% |
| YTD | +10.8% | -25.0% | +35.8% | +19.9% |
| 1Y | +17.5% | -27.7% | +45.2% | +28.3% |
| 3Y | +59.9% | +15.3% | +44.6% | +48.1% |
| 5Y | +64.1% | -37.4% | +101.5% | +80.3% |
| All | +64.1% | -37.5% | +101.7% | +80.3% |
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