-36.3%
TRMB vs DVA
+64.3%
-100.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +2.8% | -8.8% | +11.6% | +3.8% |
| 30D | -5.9% | -3.4% | -2.5% | -5.8% |
| 3M | -3.3% | -2.6% | -0.7% | -3.4% |
| 6M | +1.3% | -11.9% | +13.2% | +2.2% |
| YTD | -29.0% | +53.6% | -82.6% | -35.5% |
| 1Y | -27.8% | +41.9% | -69.6% | -33.2% |
| 3Y | +36.3% | +97.5% | -61.2% | +16.5% |
| All | -36.3% | +64.3% | -100.6% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling