+2,651.8%
TRMB vs DGX
+8,794.8%
-6,143.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.9% | -2.2% | -0.7% | -2.2% |
| 30D | -1.8% | -0.9% | -0.9% | -1.5% |
| 3M | +8.4% | +15.6% | -7.2% | +3.3% |
| 6M | -18.5% | +17.8% | -36.3% | -23.0% |
| YTD | -26.7% | +37.5% | -64.2% | -34.4% |
| 1Y | -28.3% | +31.2% | -59.5% | -34.9% |
| 3Y | +12.6% | +96.6% | -84.0% | -11.8% |
| 5Y | -38.7% | +64.9% | -103.6% | -49.3% |
| 10Y | +120.8% | +254.6% | -133.8% | +41.5% |
| All | +2,651.8% | +8,794.8% | -6,143.0% | +593.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling