+236.6%
SAP vs TRMB
+102.3%
+134.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +0.6% | +2.8% | -2.2% | -0.5% |
| 30D | +6.5% | -5.9% | +12.4% | +7.5% |
| 3M | +12.2% | -3.3% | +15.5% | +12.0% |
| 6M | +46.1% | +1.3% | +44.7% | +43.7% |
| YTD | -1.6% | -29.0% | +27.4% | +10.3% |
| 1Y | -5.1% | -27.8% | +22.6% | +5.6% |
| 3Y | +68.4% | +36.3% | +32.1% | +44.5% |
| 5Y | +79.4% | -35.8% | +115.2% | +97.9% |
| All | +236.6% | +102.3% | +134.2% | +151.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling