+1,296.3%
DIS vs TRMB
+3,381.2%
-2,084.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -2.6% | -2.5% | -0.1% | -2.2% |
| 30D | +3.5% | +1.5% | +2.0% | +3.2% |
| 3M | +6.8% | +6.8% | +0.1% | +5.5% |
| 6M | +3.0% | -14.9% | +17.9% | +5.5% |
| YTD | -6.7% | -24.1% | +17.4% | -2.7% |
| 1Y | -10.1% | -25.4% | +15.3% | -6.0% |
| 3Y | +33.0% | +8.0% | +25.0% | +29.7% |
| 5Y | -40.0% | -37.3% | -2.7% | -36.4% |
| 10Y | +21.1% | +116.8% | -95.8% | +5.0% |
| All | +1,296.3% | +3,381.2% | -2,084.9% | +749.7% |
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