+165.5%
SITM vs TRMB
-24.7%
+190.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.6% | +6.6% |
| 7D | +9.7% | -2.5% | +12.2% | +9.9% |
| 30D | +12.7% | +1.5% | +11.2% | +12.8% |
| 3M | -13.4% | +6.8% | -20.2% | -12.9% |
| 6M | +59.6% | -14.9% | +74.6% | +77.2% |
| YTD | +73.3% | -24.1% | +97.4% | +109.9% |
| 1Y | +165.5% | -25.4% | +190.9% | +225.1% |
| All | +165.5% | -24.7% | +190.2% | +225.1% |
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