+36.6%
DIS vs TRMB
+105.8%
-69.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +1.6% |
| 7D | +5.3% | -17.0% | +22.3% | +12.1% |
| 30D | +10.2% | -9.0% | +19.2% | +12.9% |
| 3M | +13.5% | -8.1% | +21.7% | +15.5% |
| 6M | +11.1% | -10.1% | +21.2% | +13.4% |
| YTD | +5.5% | -30.2% | +35.7% | +18.8% |
| 1Y | +9.1% | -30.7% | +39.8% | +23.2% |
| 3Y | +36.0% | +32.6% | +3.4% | +13.4% |
| 5Y | -29.8% | -38.1% | +8.3% | -21.3% |
| 10Y | +36.6% | +98.9% | -62.3% | -1.3% |
| All | +36.6% | +105.8% | -69.2% | -1.3% |
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 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