-10.8%
DOW vs TRMB
+47.9%
-58.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | -2.4% | -2.5% | +0.1% | -1.3% |
| 30D | +0.4% | +1.5% | -1.1% | -0.6% |
| 3M | -14.4% | +6.8% | -21.2% | -17.9% |
| 6M | -7.0% | -14.9% | +8.0% | -1.6% |
| YTD | +30.2% | -24.1% | +54.3% | +45.2% |
| 1Y | +29.2% | -25.4% | +54.6% | +45.0% |
| 3Y | -36.7% | +8.0% | -44.7% | -42.6% |
| 5Y | -37.7% | -37.3% | -0.4% | -27.3% |
| All | -10.8% | +47.9% | -58.7% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling