+13.0%
TRMB vs DVA
+91.2%
-78.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -4.0% | -2.4% |
| 7D | -2.9% | +2.0% | -4.9% | -3.0% |
| 30D | -1.8% | -0.4% | -1.4% | -1.8% |
| 3M | +8.4% | -7.7% | +16.1% | +8.9% |
| 6M | -18.5% | +20.0% | -38.5% | -19.8% |
| YTD | -26.7% | +61.1% | -87.8% | -31.3% |
| 1Y | -28.3% | +33.9% | -62.2% | -30.2% |
| All | +13.0% | +91.2% | -78.1% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling