+36.3%
DIS vs TRMB
+96.4%
-60.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +4.4% | -16.6% | +21.0% | +10.9% |
| 30D | +10.3% | -8.9% | +19.2% | +12.9% |
| 3M | +15.5% | -6.3% | +21.9% | +16.5% |
| 6M | +11.2% | -10.0% | +21.2% | +13.4% |
| YTD | +5.6% | -30.1% | +35.7% | +18.9% |
| 1Y | +7.7% | -31.3% | +39.1% | +22.1% |
| 3Y | +39.3% | +30.8% | +8.5% | +16.8% |
| 5Y | -29.5% | -35.9% | +6.4% | -22.1% |
| 10Y | +36.3% | +101.7% | -65.5% | -1.5% |
| All | +36.3% | +96.4% | -60.2% | -1.5% |
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