-5.7%
DT vs TRMB
-31.2%
+25.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -17.3% | +16.8% | +5.9% |
| 7D | -25.5% | -15.7% | -9.8% | -21.4% |
| 30D | -22.3% | -7.8% | -14.6% | -21.6% |
| 3M | +2.3% | -9.3% | +11.6% | +3.8% |
| 6M | +20.7% | -20.8% | +41.5% | +28.5% |
| YTD | +7.9% | -30.8% | +38.7% | +15.6% |
| 1Y | -5.7% | -31.0% | +25.2% | +0.5% |
| All | -5.7% | -31.2% | +25.5% | +0.5% |
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