-40.9%
SE vs TRMB
-24.7%
-16.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.6% |
| 7D | -6.1% | -2.5% | -3.6% | -5.4% |
| 30D | -2.5% | +1.5% | -4.0% | -3.0% |
| 3M | +21.7% | +6.8% | +14.9% | +19.1% |
| 6M | +27.0% | -14.9% | +41.9% | +33.6% |
| YTD | -12.1% | -24.1% | +12.0% | -2.9% |
| 1Y | -40.9% | -25.4% | -15.5% | -34.5% |
| All | -40.9% | -24.7% | -16.2% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling