+3,219.5%
TRMB vs DTE
+3,223.0%
-3.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.0% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -1.8% | -0.5% | -1.3% | -1.6% |
| 3M | +8.4% | -6.0% | +14.4% | +11.2% |
| 6M | -18.5% | -7.2% | -11.3% | -16.3% |
| YTD | -26.7% | +7.2% | -33.9% | -29.6% |
| 1Y | -28.3% | +4.1% | -32.4% | -30.2% |
| 3Y | +12.6% | +46.9% | -34.3% | -7.3% |
| 5Y | -38.7% | +32.9% | -71.6% | -47.5% |
| 10Y | +120.8% | +144.5% | -23.7% | +40.8% |
| All | +3,219.5% | +3,223.0% | -3.5% | +654.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling