+185.2%
SITM vs TRMB
-39.0%
+224.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +4.1% |
| 7D | +3.9% | -3.0% | +6.9% | +7.1% |
| 30D | -6.6% | +2.3% | -8.9% | -10.0% |
| 3M | -11.9% | +15.3% | -27.2% | -27.6% |
| 6M | +81.1% | -14.7% | +95.8% | +100.7% |
| YTD | +80.0% | -26.4% | +106.4% | +129.5% |
| 1Y | +145.8% | -30.4% | +176.2% | +235.5% |
| 3Y | +475.9% | +13.5% | +462.4% | +337.1% |
| All | +185.2% | -39.0% | +224.2% | +408.2% |
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