-14.1%
DOW vs TRMB
-4.0%
-10.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +1.9% |
| 7D | +3.7% | +4.1% | -0.4% | +3.6% |
| 30D | +16.3% | -7.0% | +23.3% | +17.4% |
| 3M | +9.7% | -0.9% | +10.6% | +12.2% |
| 6M | -14.1% | -1.2% | -12.9% | -10.9% |
| All | -14.1% | -4.0% | -10.1% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling