+328.2%
DOV vs TRMB
+103.0%
+225.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | +3.4% | +4.1% | -0.7% | +1.7% |
| 30D | +8.8% | -7.0% | +15.8% | +10.9% |
| 3M | +0.9% | -0.9% | +1.9% | -0.2% |
| 6M | -2.8% | -1.2% | -1.6% | -4.6% |
| YTD | +8.1% | -28.7% | +36.8% | +21.7% |
| 1Y | +15.2% | -32.1% | +47.3% | +32.4% |
| 3Y | +64.5% | +33.4% | +31.1% | +37.5% |
| 5Y | +28.9% | -35.6% | +64.5% | +43.7% |
| All | +328.2% | +103.0% | +225.1% | +188.2% |
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