-28.1%
DT vs TRMB
-37.5%
+9.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.4% |
| 7D | -4.9% | -0.3% | -4.6% | -4.7% |
| 30D | +2.7% | -1.2% | +3.9% | +3.3% |
| 3M | +20.0% | +9.6% | +10.4% | +12.7% |
| 6M | +28.0% | -16.1% | +44.2% | +41.1% |
| YTD | +16.0% | -25.0% | +41.0% | +36.4% |
| 1Y | +0.7% | -27.7% | +28.4% | +20.1% |
| 3Y | +6.2% | +15.3% | -9.1% | -11.3% |
| 5Y | -28.1% | -37.4% | +9.3% | +2.9% |
| All | -28.1% | -37.5% | +9.4% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling