+179.0%
SAP vs TRMB
+113.5%
+65.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.2% |
| 7D | -0.3% | -2.9% | +2.6% | +0.9% |
| 30D | +0.3% | -1.8% | +2.1% | +1.0% |
| 3M | +16.9% | +8.4% | +8.5% | +13.6% |
| 6M | +6.3% | -18.5% | +24.9% | +15.0% |
| YTD | -12.4% | -26.7% | +14.3% | -1.6% |
| 1Y | -21.6% | -28.3% | +6.7% | -11.5% |
| 3Y | +54.8% | +12.6% | +42.2% | +43.7% |
| 5Y | +56.2% | -38.7% | +94.9% | +77.2% |
| 10Y | +179.0% | +120.8% | +58.3% | +91.7% |
| All | +179.0% | +113.5% | +65.5% | +91.7% |
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