+100.2%
TRMB vs DOC
+14.9%
+85.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -17.9% | +6.2% | -24.1% | -20.1% |
| 30D | -12.0% | +6.5% | -18.5% | -14.5% |
| 3M | -8.4% | -6.2% | -2.2% | -6.5% |
| 6M | -21.5% | +25.6% | -47.1% | -30.1% |
| YTD | -31.5% | +32.1% | -63.6% | -40.7% |
| 1Y | -33.4% | +20.3% | -53.7% | -39.9% |
| 3Y | +26.5% | +42.7% | -16.3% | +3.5% |
| 5Y | -37.9% | -22.2% | -15.8% | -33.8% |
| All | +100.2% | +14.9% | +85.3% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling