-9.3%
SHOP vs TRMB
-37.5%
+28.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.2% | -6.4% | -6.4% |
| 7D | -4.1% | -0.3% | -3.8% | -3.7% |
| 30D | -11.5% | -1.2% | -10.3% | -10.6% |
| 3M | +21.1% | +9.6% | +11.4% | +9.5% |
| 6M | +3.0% | -16.1% | +19.1% | +22.5% |
| YTD | -16.7% | -25.0% | +8.3% | +11.2% |
| 1Y | -8.3% | -27.7% | +19.4% | +26.7% |
| 3Y | +112.8% | +15.3% | +97.5% | +71.1% |
| 5Y | -9.3% | -37.4% | +28.1% | +50.5% |
| All | -9.3% | -37.5% | +28.3% | +50.5% |
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 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