-30.4%
TRMB vs DVA
+36.3%
-66.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.5% |
| 7D | -3.0% | -1.3% | -1.7% | -3.2% |
| 30D | +2.3% | 0.0% | +2.3% | +2.3% |
| 3M | +15.3% | -10.9% | +26.3% | +14.7% |
| 6M | -14.7% | +17.3% | -32.0% | -10.7% |
| YTD | -26.4% | +59.8% | -86.2% | -20.9% |
| 1Y | -30.4% | +36.3% | -66.7% | -24.3% |
| All | -30.4% | +36.3% | -66.7% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling