-19.5%
SAP vs TRMB
-24.7%
+5.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.2% |
| 7D | -2.9% | -2.5% | -0.4% | -1.2% |
| 30D | +9.0% | +1.5% | +7.5% | +7.9% |
| 3M | +14.9% | +6.8% | +8.2% | +9.4% |
| 6M | +11.9% | -14.9% | +26.8% | +19.0% |
| YTD | -9.9% | -24.1% | +14.2% | -1.6% |
| 1Y | -19.5% | -25.4% | +5.9% | -12.2% |
| All | -19.5% | -24.7% | +5.1% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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