-35.9%
DOW vs TRMB
-39.0%
+3.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | +0.2% |
| 7D | -6.0% | -2.9% | -3.1% | -5.1% |
| 30D | -2.7% | -1.8% | -1.0% | -2.3% |
| 3M | -10.5% | +8.4% | -18.9% | -13.8% |
| 6M | -12.4% | -18.5% | +6.1% | -6.6% |
| YTD | +30.0% | -26.7% | +56.8% | +44.4% |
| 1Y | +27.8% | -28.3% | +56.1% | +43.0% |
| 3Y | -34.9% | +12.6% | -47.5% | -39.8% |
| 5Y | -35.9% | -38.7% | +2.8% | -30.6% |
| All | -35.9% | -39.0% | +3.1% | -30.6% |
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 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