+56.4%
SAP vs TRMB
-37.2%
+93.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.4% |
| 7D | -2.9% | -2.5% | -0.4% | -1.8% |
| 30D | +9.0% | +1.5% | +7.5% | +8.3% |
| 3M | +14.9% | +6.8% | +8.2% | +12.0% |
| 6M | +11.9% | -14.9% | +26.8% | +19.1% |
| YTD | -9.9% | -24.1% | +14.2% | +0.1% |
| 1Y | -19.5% | -25.4% | +5.9% | -10.4% |
| 3Y | +61.8% | +8.0% | +53.8% | +52.1% |
| All | +56.4% | -37.2% | +93.6% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling