+1,447.9%
DIS vs TRMB
+3,067.4%
-1,619.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +5.2% | -16.7% | +21.9% | +8.1% |
| 30D | +11.5% | -9.9% | +21.4% | +12.9% |
| 3M | +11.5% | -7.6% | +19.1% | +12.4% |
| 6M | +8.9% | -14.7% | +23.5% | +11.0% |
| YTD | +3.4% | -30.9% | +34.3% | +9.0% |
| 1Y | +7.2% | -31.3% | +38.5% | +13.1% |
| 3Y | +43.3% | +29.4% | +13.9% | +35.3% |
| 5Y | -31.4% | -37.4% | +5.9% | -27.6% |
| 10Y | +37.1% | +109.2% | -72.1% | +19.3% |
| All | +1,447.9% | +3,067.4% | -1,619.5% | +852.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling