+2,494.6%
DUK vs TRMB
+3,260.0%
-765.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.5% |
| 7D | -0.1% | -2.9% | +2.8% | +0.1% |
| 30D | +0.2% | -1.8% | +2.0% | +0.3% |
| 3M | -1.9% | +8.4% | -10.3% | -2.4% |
| 6M | -6.5% | -18.5% | +12.0% | -5.5% |
| YTD | +5.4% | -26.7% | +32.2% | +7.2% |
| 1Y | +3.6% | -28.3% | +31.9% | +5.3% |
| 3Y | +48.1% | +12.6% | +35.5% | +45.5% |
| 5Y | +39.6% | -38.7% | +78.3% | +41.4% |
| 10Y | +131.8% | +120.8% | +11.1% | +115.2% |
| All | +2,494.6% | +3,260.0% | -765.4% | +1,837.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling