-39.7%
DT vs TRMB
-34.2%
-5.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | -0.1% |
| 7D | -5.4% | +4.1% | -9.5% | -7.5% |
| 30D | -32.2% | -5.1% | -27.1% | -31.4% |
| 3M | -10.9% | -2.6% | -8.3% | -11.5% |
| 6M | +10.0% | -2.7% | +12.7% | +9.0% |
| YTD | +2.1% | -27.9% | +30.0% | +20.2% |
| 1Y | -5.5% | -29.0% | +23.5% | +11.8% |
| 3Y | -12.4% | +35.0% | -47.4% | -35.6% |
| 5Y | -39.7% | -33.9% | -5.8% | -19.9% |
| All | -39.7% | -34.2% | -5.5% | -19.9% |
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