-37.4%
DOCS vs TRMB
-32.8%
-4.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -3.6% |
| 7D | -1.3% | -17.9% | +16.6% | +9.4% |
| 30D | +19.4% | -12.0% | +31.4% | +26.3% |
| 3M | +53.4% | -8.4% | +61.8% | +58.1% |
| 6M | +28.8% | -21.5% | +50.3% | +46.0% |
| YTD | -25.1% | -31.5% | +6.5% | -7.3% |
| 1Y | -48.1% | -33.4% | -14.7% | -34.9% |
| 3Y | +51.4% | +26.5% | +24.9% | +10.8% |
| 5Y | -51.1% | -37.9% | -13.2% | -32.7% |
| All | -37.4% | -32.8% | -4.6% | -7.6% |
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 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