+263.7%
DXCM vs TRMB
+118.7%
+145.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.7% | -3.3% |
| 7D | -6.2% | -0.3% | -6.0% | -6.1% |
| 30D | -0.3% | -1.2% | +1.0% | +0.1% |
| 3M | +10.3% | +9.6% | +0.7% | +4.9% |
| 6M | +24.1% | -16.1% | +40.3% | +34.4% |
| YTD | +27.4% | -25.0% | +52.3% | +44.9% |
| 1Y | +8.4% | -27.7% | +36.1% | +24.7% |
| 3Y | -19.0% | +15.3% | -34.3% | -30.3% |
| 5Y | -38.6% | -37.4% | -1.2% | -26.9% |
| All | +263.7% | +118.7% | +145.1% | +66.7% |
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