-13.1%
DPZ vs TRMB
-33.8%
+20.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +9.5% | -17.9% | +27.4% | +12.8% |
| 30D | +12.8% | -12.0% | +24.8% | +13.6% |
| 3M | -6.2% | -8.4% | +2.2% | -7.0% |
| 6M | +4.3% | -21.5% | +25.8% | +5.7% |
| YTD | -16.6% | -31.5% | +14.9% | -14.6% |
| All | -13.1% | -33.8% | +20.7% | -10.8% |
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