-31.0%
TRMB vs DGX
+45.0%
-75.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.5% | -20.8% | -17.5% |
| 7D | -15.7% | +4.1% | -19.8% | -16.0% |
| 30D | -7.8% | +10.5% | -18.3% | -8.8% |
| 3M | -9.3% | +9.8% | -19.1% | -10.4% |
| 6M | -20.8% | +34.6% | -55.4% | -23.4% |
| YTD | -30.8% | +49.8% | -80.6% | -34.0% |
| 1Y | -31.0% | +46.0% | -77.0% | -34.4% |
| All | -31.0% | +45.0% | -75.9% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling