+0.4%
DOW vs TRMB
+38.8%
-38.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.4% |
| 7D | +3.7% | +4.1% | -0.4% | +1.8% |
| 30D | +16.3% | -7.0% | +23.3% | +18.9% |
| 3M | +9.7% | -0.9% | +10.6% | +8.5% |
| 6M | -14.1% | -1.2% | -12.9% | -15.9% |
| YTD | +46.6% | -28.7% | +75.4% | +66.1% |
| 1Y | +56.8% | -32.1% | +88.9% | +81.6% |
| 3Y | -20.4% | +33.4% | -53.8% | -35.5% |
| 5Y | -27.4% | -35.6% | +8.2% | -18.3% |
| All | +0.4% | +38.8% | -38.4% | -24.9% |
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