+116.7%
TRMB vs DTE
+137.8%
-21.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +2.1% |
| 7D | -3.0% | -2.6% | -0.5% | -1.9% |
| 30D | +2.3% | -4.4% | +6.7% | +4.4% |
| 3M | +15.3% | -8.3% | +23.7% | +19.8% |
| 6M | -14.7% | -8.1% | -6.6% | -11.9% |
| YTD | -26.4% | +4.4% | -30.8% | -28.7% |
| 1Y | -30.4% | +0.2% | -30.6% | -31.3% |
| 3Y | +13.5% | +42.6% | -29.1% | -7.8% |
| 5Y | -38.6% | +31.5% | -70.0% | -48.3% |
| All | +116.7% | +137.8% | -21.1% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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