-2.2%
SHOP vs TRMB
-38.3%
+36.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.1% | +1.1% |
| 7D | -2.7% | -17.0% | +14.3% | +11.8% |
| 30D | -11.0% | -9.0% | -2.0% | -7.1% |
| 3M | +0.3% | -8.1% | +8.4% | +3.5% |
| 6M | +37.7% | -10.1% | +47.8% | +45.0% |
| YTD | -5.5% | -30.2% | +24.7% | +29.0% |
| 1Y | -0.2% | -30.7% | +30.5% | +36.8% |
| 3Y | +151.9% | +32.6% | +119.3% | +64.6% |
| 5Y | -2.2% | -38.1% | +35.9% | +67.3% |
| All | -2.2% | -38.3% | +36.1% | +67.3% |
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