-39.5%
TRMB vs DTE
+31.2%
-70.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | -5.4% | -2.0% | -3.4% | -4.7% |
| 30D | -2.0% | -2.4% | +0.4% | -1.2% |
| 3M | +12.3% | -7.3% | +19.6% | +15.4% |
| 6M | -17.6% | -7.6% | -10.0% | -15.5% |
| YTD | -27.5% | +5.8% | -33.3% | -29.9% |
| 1Y | -29.1% | +2.3% | -31.4% | -30.6% |
| 3Y | +11.5% | +45.0% | -33.5% | -9.2% |
| 5Y | -39.5% | +33.2% | -72.7% | -47.1% |
| All | -39.5% | +31.2% | -70.7% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling