+372.3%
SE vs TRMB
+33.0%
+339.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | 0.0% | -16.6% | +16.6% | +9.3% |
| 30D | -19.4% | -8.9% | -10.5% | -16.9% |
| 3M | -33.1% | -6.3% | -26.8% | -32.6% |
| 6M | -11.4% | -10.0% | -1.5% | -9.5% |
| YTD | -39.8% | -30.1% | -9.7% | -28.5% |
| 1Y | -50.5% | -31.3% | -19.2% | -40.6% |
| 3Y | +68.9% | +30.8% | +38.0% | +24.7% |
| 5Y | -77.1% | -35.9% | -41.2% | -72.2% |
| All | +372.3% | +33.0% | +339.4% | +303.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling