+44.4%
SITM vs TRMB
-31.2%
+75.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -17.3% | +8.0% | -9.0% |
| 7D | -19.5% | -15.7% | -3.8% | -19.0% |
| 30D | -43.2% | -7.8% | -35.5% | -42.1% |
| 3M | -30.8% | -9.3% | -21.5% | -29.3% |
| 6M | -28.6% | -20.8% | -7.8% | -21.3% |
| YTD | +14.2% | -30.8% | +44.9% | +29.6% |
| 1Y | +44.4% | -31.0% | +75.4% | +65.6% |
| All | +44.4% | -31.2% | +75.6% | +65.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling