-37.4%
TRMB vs DAR
-8.5%
-28.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.9% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | -1.2% | +13.0% | -14.2% | -4.6% |
| 3M | +9.6% | +15.0% | -5.4% | +4.8% |
| 6M | -16.1% | +26.8% | -43.0% | -22.2% |
| YTD | -25.0% | +86.4% | -111.4% | -37.7% |
| 1Y | -27.7% | +115.1% | -142.8% | -42.7% |
| 3Y | +15.3% | +14.6% | +0.7% | +7.3% |
| 5Y | -37.4% | -8.8% | -28.6% | -40.5% |
| All | -37.4% | -8.5% | -28.9% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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