+3,477.6%
DLR vs TRMB
+678.2%
+2,799.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.8% |
| 7D | -2.0% | +4.1% | -6.1% | -3.2% |
| 30D | +0.5% | -5.1% | +5.6% | +1.2% |
| 3M | -4.4% | -2.6% | -1.8% | -4.8% |
| 6M | -6.4% | -2.7% | -3.8% | -7.2% |
| YTD | +19.5% | -27.9% | +47.4% | +29.5% |
| 1Y | +10.5% | -29.0% | +39.6% | +20.2% |
| 3Y | +54.0% | +35.0% | +19.0% | +33.7% |
| 5Y | +39.7% | -33.9% | +73.6% | +48.8% |
| 10Y | +189.5% | +106.1% | +83.4% | +95.9% |
| All | +3,477.6% | +678.2% | +2,799.4% | +1,241.6% |
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