+1,706.7%
TRMB vs DVA
+5,194.7%
-3,488.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -2.5% | +1.8% | -4.4% | -2.9% |
| 30D | +1.5% | -2.5% | +4.0% | +1.9% |
| 3M | +6.8% | -4.3% | +11.0% | +7.2% |
| 6M | -14.9% | +18.9% | -33.8% | -18.9% |
| YTD | -24.1% | +61.9% | -86.0% | -32.4% |
| 1Y | -25.4% | +35.7% | -61.1% | -31.4% |
| 3Y | +8.0% | +78.6% | -70.6% | -7.4% |
| 5Y | -37.3% | +39.2% | -76.5% | -44.9% |
| 10Y | +116.8% | +184.0% | -67.2% | +63.1% |
| All | +1,706.7% | +5,194.7% | -3,488.0% | +771.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling