+1,454.2%
DIS vs TRMB
+3,039.9%
-1,585.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -1.3% |
| 7D | +5.7% | -17.9% | +23.6% | +8.8% |
| 30D | +12.7% | -12.0% | +24.7% | +14.6% |
| 3M | +15.2% | -8.4% | +23.6% | +16.3% |
| 6M | +17.6% | -21.5% | +39.1% | +21.4% |
| YTD | +3.8% | -31.5% | +35.4% | +9.6% |
| 1Y | +6.8% | -33.4% | +40.2% | +13.2% |
| 3Y | +42.1% | +26.5% | +15.6% | +34.7% |
| 5Y | -31.2% | -37.9% | +6.7% | -27.2% |
| 10Y | +37.6% | +107.3% | -69.7% | +20.0% |
| All | +1,454.2% | +3,039.9% | -1,585.7% | +857.4% |
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