+2,475.8%
SAP vs TRMB
+840.7%
+1,635.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +1.6% | -17.0% | +18.6% | +5.8% |
| 30D | +10.5% | -9.0% | +19.5% | +12.4% |
| 3M | +15.2% | -8.1% | +23.3% | +16.8% |
| 6M | +36.7% | -10.1% | +46.7% | +39.8% |
| YTD | -0.6% | -30.2% | +29.6% | +8.5% |
| 1Y | -4.1% | -30.7% | +26.6% | +4.6% |
| 3Y | +73.2% | +32.6% | +40.6% | +58.4% |
| 5Y | +74.1% | -38.1% | +112.3% | +89.6% |
| 10Y | +222.9% | +98.9% | +124.0% | +156.0% |
| All | +2,475.8% | +840.7% | +1,635.1% | +679.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling