+28.3%
TRMB vs DOC
+43.2%
-14.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -17.9% | +6.2% | -24.1% | -19.2% |
| 30D | -12.0% | +6.5% | -18.5% | -13.4% |
| 3M | -8.4% | -6.2% | -2.2% | -7.2% |
| 6M | -21.5% | +25.6% | -47.1% | -26.2% |
| YTD | -31.5% | +32.1% | -63.6% | -37.3% |
| 1Y | -33.4% | +20.3% | -53.7% | -36.7% |
| All | +28.3% | +43.2% | -14.9% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling