-39.5%
TRMB vs DVA
+40.8%
-80.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -2.0% | +1.7% | -3.6% | -2.2% |
| 3M | +12.3% | -8.7% | +21.0% | +13.3% |
| 6M | -17.6% | +19.7% | -37.3% | -20.5% |
| YTD | -27.5% | +59.6% | -87.1% | -34.2% |
| 1Y | -29.1% | +37.1% | -66.2% | -33.6% |
| 3Y | +11.5% | +89.8% | -78.3% | -4.0% |
| 5Y | -39.5% | +47.4% | -86.8% | -44.8% |
| All | -39.5% | +40.8% | -80.3% | -44.8% |
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