+3,595.6%
DLR vs TRMB
+719.4%
+2,876.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.6% |
| 7D | +1.6% | -2.5% | +4.1% | +2.4% |
| 30D | -3.4% | +1.5% | -4.9% | -4.0% |
| 3M | +0.5% | +6.8% | -6.3% | -2.0% |
| 6M | +4.6% | -14.9% | +19.5% | +9.1% |
| YTD | +23.4% | -24.1% | +47.5% | +33.0% |
| 1Y | +19.0% | -25.4% | +44.4% | +28.6% |
| 3Y | +56.5% | +8.0% | +48.5% | +46.8% |
| 5Y | +33.3% | -37.3% | +70.6% | +45.6% |
| 10Y | +165.1% | +116.8% | +48.3% | +78.4% |
| All | +3,595.6% | +719.4% | +2,876.2% | +1,277.9% |
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