+75.1%
SAP vs TRMB
+27.3%
+47.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.5% |
| 7D | -0.7% | -16.7% | +16.0% | +5.3% |
| 30D | +11.1% | -9.9% | +21.0% | +13.6% |
| 3M | +17.0% | -7.6% | +24.6% | +18.2% |
| 6M | +34.8% | -14.7% | +49.5% | +39.9% |
| YTD | -2.2% | -30.9% | +28.7% | +8.8% |
| 1Y | -6.4% | -31.3% | +24.9% | +4.1% |
| 3Y | +75.1% | +29.4% | +45.7% | +65.3% |
| All | +75.1% | +27.3% | +47.8% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling