-28.3%
DOW vs TRMB
-34.2%
+5.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.2% | +2.3% |
| 7D | -0.5% | +4.1% | -4.6% | -1.8% |
| 30D | +15.7% | -5.1% | +20.8% | +16.9% |
| 3M | +5.3% | -2.6% | +7.9% | +5.2% |
| 6M | -14.2% | -2.7% | -11.5% | -14.9% |
| YTD | +43.9% | -27.9% | +71.8% | +59.2% |
| 1Y | +53.1% | -29.0% | +82.1% | +70.0% |
| 3Y | -21.8% | +35.0% | -56.8% | -32.2% |
| 5Y | -28.3% | -33.9% | +5.6% | -27.9% |
| All | -28.3% | -34.2% | +5.9% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling