+2,233.8%
SAP vs TRMB
+923.1%
+1,310.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.6% |
| 7D | -2.9% | -2.5% | -0.4% | -2.2% |
| 30D | +9.0% | +1.5% | +7.5% | +8.6% |
| 3M | +14.9% | +6.8% | +8.2% | +13.3% |
| 6M | +11.9% | -14.9% | +26.8% | +16.9% |
| YTD | -9.9% | -24.1% | +14.2% | -3.1% |
| 1Y | -19.5% | -25.4% | +5.9% | -13.2% |
| 3Y | +61.8% | +8.0% | +53.8% | +56.1% |
| 5Y | +56.2% | -37.3% | +93.5% | +70.5% |
| 10Y | +180.6% | +116.8% | +63.8% | +119.2% |
| All | +2,233.8% | +923.1% | +1,310.6% | +596.5% |
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 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