+112.2%
DT vs TRMB
+40.5%
+71.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +2.0% |
| 7D | -0.5% | -2.9% | +2.4% | +1.3% |
| 30D | +0.1% | -1.8% | +1.8% | +1.1% |
| 3M | +24.1% | +8.4% | +15.7% | +17.2% |
| 6M | +30.1% | -18.5% | +48.6% | +46.1% |
| YTD | +16.8% | -26.7% | +43.5% | +39.6% |
| 1Y | -0.1% | -28.3% | +28.2% | +20.1% |
| 3Y | +6.8% | +12.6% | -5.8% | -8.6% |
| 5Y | -28.4% | -38.7% | +10.3% | -8.5% |
| All | +112.2% | +40.5% | +71.6% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling