+7,085.5%
DRI vs TRMB
+1,718.2%
+5,367.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +0.6% | -2.5% | +3.1% | +1.0% |
| 30D | +3.8% | +1.5% | +2.3% | +3.4% |
| 3M | +13.0% | +6.8% | +6.2% | +11.4% |
| 6M | +8.3% | -14.9% | +23.3% | +10.9% |
| YTD | +20.6% | -24.1% | +44.7% | +25.8% |
| 1Y | +6.5% | -25.4% | +31.8% | +11.1% |
| 3Y | +53.7% | +8.0% | +45.7% | +48.6% |
| 5Y | +72.7% | -37.3% | +110.0% | +81.7% |
| 10Y | +363.2% | +116.8% | +246.3% | +301.7% |
| All | +7,085.5% | +1,718.2% | +5,367.3% | +4,698.1% |
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