-5.1%
SAP vs TRMB
-31.7%
+26.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +0.6% | +2.8% | -2.2% | -0.8% |
| 30D | +6.5% | -5.9% | +12.4% | +5.3% |
| 3M | +12.2% | -3.3% | +15.5% | +8.4% |
| 6M | +46.1% | +1.3% | +44.7% | +35.9% |
| YTD | -1.6% | -29.0% | +27.4% | +8.8% |
| 1Y | -5.1% | -27.8% | +22.6% | +4.0% |
| All | -5.1% | -31.7% | +26.6% | +4.0% |
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