-37.2%
TRMB vs DGX
+66.8%
-104.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +0.9% |
| 7D | -3.0% | -0.9% | -2.1% | -2.7% |
| 30D | +2.3% | -1.2% | +3.5% | +2.7% |
| 3M | +15.3% | +15.8% | -0.5% | +9.5% |
| 6M | -14.7% | +18.2% | -32.9% | -19.8% |
| YTD | -26.4% | +37.2% | -63.6% | -34.9% |
| 1Y | -30.4% | +30.4% | -60.8% | -37.4% |
| 3Y | +13.5% | +96.7% | -83.2% | -17.4% |
| All | -37.2% | +66.8% | -104.0% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling