-21.6%
SAP vs TRMB
-29.4%
+7.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | +0.5% |
| 7D | -0.3% | -2.9% | +2.6% | +1.8% |
| 30D | +0.3% | -1.8% | +2.1% | +1.5% |
| 3M | +16.9% | +8.4% | +8.5% | +10.8% |
| 6M | +6.3% | -18.5% | +24.9% | +16.4% |
| YTD | -12.4% | -26.7% | +14.3% | -1.7% |
| 1Y | -21.6% | -28.3% | +6.7% | -12.3% |
| All | -21.6% | -29.4% | +7.8% | -12.3% |
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