-37.4%
TRMB vs DOC
-22.8%
-14.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.1% | -20.4% | -18.5% |
| 7D | -15.7% | +8.7% | -24.4% | -18.7% |
| 30D | -7.8% | +7.6% | -15.4% | -10.7% |
| 3M | -9.3% | -5.3% | -4.0% | -7.7% |
| 6M | -20.8% | +27.6% | -48.4% | -29.9% |
| YTD | -30.8% | +32.4% | -63.2% | -40.4% |
| 1Y | -31.0% | +22.9% | -53.8% | -38.3% |
| 3Y | +27.9% | +43.1% | -15.2% | +0.9% |
| 5Y | -37.4% | -21.4% | -16.0% | -27.6% |
| All | -37.4% | -22.8% | -14.6% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling