-32.9%
DOCS vs TRMB
-31.7%
-1.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +2.6% | +2.8% | -0.3% | +1.6% |
| 30D | +11.4% | -5.9% | +17.3% | +10.1% |
| 3M | +25.4% | -3.3% | +28.7% | +21.9% |
| 6M | +42.5% | +1.3% | +41.2% | +35.9% |
| YTD | -24.7% | -29.0% | +4.3% | -16.7% |
| 1Y | -32.9% | -27.8% | -5.2% | -26.7% |
| All | -32.9% | -31.7% | -1.2% | -26.7% |
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