+5,547.5%
DOV vs TRMB
+3,381.2%
+2,166.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.1% |
| 7D | -2.7% | -2.5% | -0.1% | -2.2% |
| 30D | -8.1% | +1.5% | -9.6% | -8.4% |
| 3M | -9.4% | +6.8% | -16.2% | -10.8% |
| 6M | -12.6% | -14.9% | +2.3% | -10.4% |
| YTD | -0.5% | -24.1% | +23.6% | +4.1% |
| 1Y | +9.2% | -25.4% | +34.6% | +14.5% |
| 3Y | +34.1% | +8.0% | +26.1% | +30.8% |
| 5Y | +17.3% | -37.3% | +54.6% | +25.0% |
| 10Y | +284.9% | +116.8% | +168.1% | +229.5% |
| All | +5,547.5% | +3,381.2% | +2,166.4% | +3,090.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling