-77.1%
SE vs TRMB
-38.3%
-38.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.9% | +2.2% |
| 7D | +3.3% | -17.0% | +20.2% | +14.6% |
| 30D | -18.2% | -9.0% | -9.1% | -15.4% |
| 3M | -31.3% | -8.1% | -23.2% | -30.0% |
| 6M | -10.1% | -10.1% | 0.0% | -8.1% |
| YTD | -38.9% | -30.2% | -8.7% | -24.7% |
| 1Y | -48.0% | -30.7% | -17.3% | -35.8% |
| 3Y | +78.8% | +32.6% | +46.2% | +7.4% |
| 5Y | -77.1% | -38.1% | -39.0% | -67.0% |
| All | -77.1% | -38.3% | -38.8% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling