+39.3%
DOCS vs TRMB
-20.4%
+59.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -17.3% | +23.7% | +10.8% |
| 7D | +1.2% | -15.7% | +16.9% | +4.3% |
| 30D | +21.3% | -7.8% | +29.1% | +18.5% |
| 3M | +58.4% | -9.3% | +67.7% | +55.7% |
| 6M | +39.3% | -20.8% | +60.1% | +31.0% |
| All | +39.3% | -20.4% | +59.7% | +31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling