+130.9%
DPZ vs TRMB
+96.4%
+34.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +2.2% | -16.6% | +18.7% | +6.0% |
| 30D | +6.7% | -8.9% | +15.6% | +8.2% |
| 3M | -4.5% | -6.3% | +1.8% | -4.0% |
| 6M | +3.3% | -10.0% | +13.3% | +4.7% |
| YTD | -19.4% | -30.1% | +10.7% | -13.2% |
| 1Y | -17.3% | -31.3% | +14.0% | -10.7% |
| 3Y | -8.4% | +30.8% | -39.2% | -16.9% |
| 5Y | -28.2% | -35.9% | +7.7% | -24.7% |
| 10Y | +130.9% | +101.7% | +29.1% | +92.2% |
| All | +130.9% | +96.4% | +34.4% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling