-20.2%
DOW vs TRMB
+34.0%
-54.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +5.2% | +2.8% | +2.4% | +4.3% |
| 30D | +13.2% | -5.9% | +19.0% | +14.6% |
| 3M | +10.1% | -3.3% | +13.4% | +10.1% |
| 6M | -13.1% | +1.3% | -14.4% | -15.2% |
| YTD | +46.1% | -29.0% | +75.1% | +66.3% |
| 1Y | +50.0% | -27.8% | +77.8% | +69.3% |
| 3Y | -20.2% | +36.3% | -56.5% | -37.7% |
| All | -20.2% | +34.0% | -54.2% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling