+2,439.8%
SAP vs TRMB
+871.7%
+1,568.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.7% |
| 7D | -2.5% | +4.1% | -6.6% | -3.5% |
| 30D | +7.5% | -5.1% | +12.5% | +8.1% |
| 3M | +11.6% | -2.6% | +14.2% | +11.5% |
| 6M | +37.6% | -2.7% | +40.3% | +37.9% |
| YTD | -2.0% | -27.9% | +26.0% | +6.1% |
| 1Y | -6.4% | -29.0% | +22.7% | +1.6% |
| 3Y | +67.7% | +35.0% | +32.7% | +52.6% |
| 5Y | +75.7% | -33.9% | +109.6% | +88.2% |
| 10Y | +229.3% | +106.1% | +123.2% | +158.7% |
| All | +2,439.8% | +871.7% | +1,568.1% | +661.9% |
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