-15.7%
DPZ vs TRMB
-30.2%
+14.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | -2.5% | +4.1% | -6.5% | -3.2% |
| 30D | +12.5% | -7.0% | +19.5% | +11.9% |
| 3M | -5.2% | -0.9% | -4.3% | -7.9% |
| 6M | +8.8% | -1.2% | +10.0% | +4.7% |
| YTD | -18.7% | -28.7% | +10.1% | -16.8% |
| 1Y | -15.7% | -32.1% | +16.4% | -13.3% |
| All | -15.7% | -30.2% | +14.5% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling