-37.1%
TRMB vs DOC
-24.5%
-12.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | -2.5% | -1.5% | -1.0% | -1.9% |
| 30D | +1.5% | -4.8% | +6.3% | +3.5% |
| 3M | +6.8% | +6.9% | -0.1% | +3.8% |
| 6M | -14.9% | +20.7% | -35.7% | -22.3% |
| YTD | -24.1% | +34.1% | -58.2% | -34.7% |
| 1Y | -25.4% | +22.6% | -48.0% | -32.9% |
| 3Y | +8.0% | +20.8% | -12.8% | -3.9% |
| All | -37.1% | -24.5% | -12.6% | -28.1% |
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