-47.3%
DOCS vs TRMB
-31.2%
-16.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -17.3% | +23.7% | +11.7% |
| 7D | +1.2% | -15.7% | +16.9% | +5.3% |
| 30D | +21.3% | -7.8% | +29.1% | +20.5% |
| 3M | +58.4% | -9.3% | +67.7% | +58.5% |
| 6M | +39.3% | -20.8% | +60.1% | +44.9% |
| YTD | -21.7% | -30.8% | +9.1% | -15.5% |
| 1Y | -47.3% | -31.0% | -16.3% | -44.0% |
| All | -47.3% | -31.2% | -16.1% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling