+589.4%
SE vs TRMB
+44.4%
+544.9%
-90.5%
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% | -0.2% |
| 7D | -6.1% | -2.5% | -3.6% | -4.6% |
| 30D | -2.5% | +1.5% | -4.0% | -3.8% |
| 3M | +21.7% | +6.8% | +14.9% | +15.6% |
| 6M | +27.0% | -14.9% | +41.9% | +38.1% |
| YTD | -12.1% | -24.1% | +12.0% | +2.1% |
| 1Y | -40.9% | -25.4% | -15.5% | -31.0% |
| 3Y | +191.0% | +8.0% | +183.0% | +152.1% |
| 5Y | -68.3% | -37.3% | -31.0% | -60.5% |
| All | +589.4% | +44.4% | +544.9% | +474.9% |
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