+115.6%
DT vs TRMB
+39.2%
+76.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.2% |
| 7D | -2.5% | -5.4% | +2.9% | +0.8% |
| 30D | +3.5% | -2.0% | +5.5% | +4.7% |
| 3M | +26.7% | +12.3% | +14.4% | +17.1% |
| 6M | +36.1% | -17.6% | +53.8% | +51.8% |
| YTD | +18.6% | -27.5% | +46.1% | +42.7% |
| 1Y | +7.9% | -29.1% | +37.0% | +30.5% |
| 3Y | +8.6% | +11.5% | -2.9% | -6.6% |
| 5Y | -26.7% | -39.5% | +12.8% | -5.6% |
| All | +115.6% | +39.2% | +76.4% | +57.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling