-38.7%
DOCS vs TRMB
-32.2%
-6.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.6% |
| 7D | -0.8% | -16.7% | +15.9% | +9.0% |
| 30D | +17.4% | -9.9% | +27.3% | +22.2% |
| 3M | +57.4% | -7.6% | +64.9% | +61.2% |
| 6M | +26.5% | -14.7% | +41.2% | +35.8% |
| YTD | -26.6% | -30.9% | +4.4% | -9.6% |
| 1Y | -48.1% | -31.3% | -16.7% | -36.2% |
| 3Y | +52.6% | +29.4% | +23.2% | +9.8% |
| 5Y | -52.1% | -37.4% | -14.7% | -34.4% |
| All | -38.7% | -32.2% | -6.5% | -10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling