-39.3%
TRMB vs DAR
-41.1%
+1.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -16.7% | -9.9% | -6.7% | -14.5% |
| 30D | -9.9% | -16.4% | +6.5% | -6.1% |
| 3M | -7.6% | -17.1% | +9.5% | -4.0% |
| 6M | -14.7% | -20.5% | +5.8% | -10.8% |
| YTD | -30.9% | +39.4% | -70.4% | -38.7% |
| 1Y | -31.3% | +57.2% | -88.6% | -41.3% |
| 3Y | +29.4% | +13.9% | +15.6% | +16.5% |
| All | -39.3% | -41.1% | +1.7% | -33.3% |
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