-4.1%
SAP vs TRMB
-31.3%
+27.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +1.6% | -17.0% | +18.6% | +9.7% |
| 30D | +10.5% | -9.0% | +19.5% | +11.7% |
| 3M | +15.2% | -8.1% | +23.3% | +15.3% |
| 6M | +36.7% | -10.1% | +46.7% | +36.1% |
| YTD | -0.6% | -30.2% | +29.6% | +9.1% |
| All | -4.1% | -31.3% | +27.2% | +5.7% |
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 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