+50.0%
DOW vs TRMB
-31.7%
+81.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +5.2% | +2.8% | +2.4% | +5.0% |
| 30D | +13.2% | -5.9% | +19.0% | +14.0% |
| 3M | +10.1% | -3.3% | +13.4% | +10.9% |
| 6M | -13.1% | +1.3% | -14.4% | -11.9% |
| YTD | +46.1% | -29.0% | +75.1% | +70.4% |
| 1Y | +50.0% | -27.8% | +77.8% | +70.6% |
| All | +50.0% | -31.7% | +81.8% | +70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling