-3.4%
DT vs TRMB
-30.2%
+26.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.9% |
| 7D | +2.7% | +4.1% | -1.3% | +1.1% |
| 30D | -30.4% | -7.0% | -23.4% | -29.8% |
| 3M | -9.4% | -0.9% | -8.5% | -11.7% |
| 6M | +14.5% | -1.2% | +15.7% | +11.3% |
| YTD | +3.6% | -28.7% | +32.3% | +11.3% |
| 1Y | -3.4% | -32.1% | +28.6% | +4.2% |
| All | -3.4% | -30.2% | +26.8% | +4.2% |
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