+88.3%
DT vs TRMB
+36.7%
+51.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +2.2% |
| 7D | +2.7% | +4.1% | -1.3% | +0.3% |
| 30D | -30.4% | -7.0% | -23.4% | -28.6% |
| 3M | -9.4% | -0.9% | -8.5% | -10.8% |
| 6M | +14.5% | -1.2% | +15.7% | +12.6% |
| YTD | +3.6% | -28.7% | +32.3% | +23.5% |
| 1Y | -3.4% | -32.1% | +28.6% | +18.0% |
| 3Y | -11.1% | +33.4% | -44.5% | -32.7% |
| 5Y | -39.5% | -35.6% | -3.9% | -26.5% |
| All | +88.3% | +36.7% | +51.6% | +36.1% |
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 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