+2,662.2%
DXCM vs TRMB
+536.2%
+2,126.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | -4.4% | -17.0% | +12.6% | +2.1% |
| 30D | -3.6% | -9.0% | +5.4% | -1.2% |
| 3M | -4.3% | -8.1% | +3.8% | -2.8% |
| 6M | +33.8% | -10.1% | +43.8% | +36.8% |
| YTD | +22.1% | -30.2% | +52.4% | +38.4% |
| 1Y | +47.4% | -30.7% | +78.1% | +67.2% |
| 3Y | -12.3% | +32.6% | -44.9% | -27.4% |
| 5Y | -49.1% | -38.1% | -11.0% | -42.2% |
| 10Y | +423.1% | +98.9% | +324.2% | +243.7% |
| All | +2,662.2% | +536.2% | +2,126.0% | +863.0% |
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