-48.9%
DOCS vs TRMB
-37.7%
-11.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -17.3% | +23.7% | +17.5% |
| 7D | +1.2% | -15.7% | +16.9% | +10.3% |
| 30D | +21.3% | -7.8% | +29.1% | +24.1% |
| 3M | +58.4% | -9.3% | +67.7% | +64.3% |
| 6M | +39.3% | -20.8% | +60.1% | +57.1% |
| YTD | -21.7% | -30.8% | +9.1% | -3.7% |
| 1Y | -47.3% | -31.0% | -16.3% | -35.5% |
| 3Y | +58.2% | +27.9% | +30.2% | +14.0% |
| All | -48.9% | -37.7% | -11.3% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling