+5,622.1%
DPZ vs TRMB
+883.0%
+4,739.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -2.5% | -2.5% | 0.0% | -1.8% |
| 30D | -7.0% | +1.5% | -8.5% | -7.5% |
| 3M | +11.6% | +6.8% | +4.8% | +9.3% |
| 6M | -15.2% | -14.9% | -0.2% | -11.4% |
| YTD | -17.2% | -24.1% | +6.8% | -10.9% |
| 1Y | -24.8% | -25.4% | +0.5% | -19.0% |
| 3Y | -8.7% | +8.0% | -16.7% | -13.7% |
| 5Y | -28.9% | -37.3% | +8.4% | -22.7% |
| 10Y | +153.6% | +116.8% | +36.8% | +74.4% |
| All | +5,622.1% | +883.0% | +4,739.1% | +2,508.7% |
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