-55.0%
DOCS vs TRMB
-37.9%
-17.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -0.6% | -16.6% | +16.0% | +9.2% |
| 30D | +6.3% | -8.9% | +15.2% | +9.9% |
| 3M | +26.5% | -6.3% | +32.8% | +28.0% |
| 6M | +24.8% | -10.0% | +34.7% | +29.1% |
| YTD | -26.8% | -30.1% | +3.3% | -10.5% |
| 1Y | -38.3% | -31.3% | -7.0% | -24.0% |
| 3Y | +36.0% | +30.8% | +5.2% | -3.6% |
| 5Y | -55.0% | -35.9% | -19.0% | -35.1% |
| All | -55.0% | -37.9% | -17.1% | -35.1% |
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