+21.2%
DIS vs TRMB
+114.9%
-93.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.2% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +0.1% | -1.2% | +1.4% | +0.5% |
| 3M | +7.1% | +9.6% | -2.5% | +2.5% |
| 6M | +4.3% | -16.1% | +20.4% | +10.9% |
| YTD | -6.9% | -25.0% | +18.0% | +3.4% |
| 1Y | -10.3% | -27.7% | +17.4% | +0.9% |
| 3Y | +32.8% | +15.3% | +17.5% | +19.0% |
| 5Y | -41.5% | -37.4% | -4.1% | -33.8% |
| 10Y | +21.2% | +117.5% | -96.3% | -16.0% |
| All | +21.2% | +114.9% | -93.7% | -16.0% |
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