+4,507.3%
SITM vs TRMB
+49.4%
+4,457.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.1% |
| 7D | +8.4% | -0.3% | +8.6% | +8.6% |
| 30D | -17.4% | -1.2% | -16.2% | -17.5% |
| 3M | -9.8% | +9.6% | -19.4% | -21.1% |
| 6M | +83.0% | -16.1% | +99.1% | +104.1% |
| YTD | +69.6% | -25.0% | +94.6% | +106.6% |
| 1Y | +144.9% | -27.7% | +172.6% | +211.1% |
| 3Y | +429.9% | +15.3% | +414.6% | +324.9% |
| 5Y | +169.2% | -37.4% | +206.6% | +304.0% |
| All | +4,507.3% | +49.4% | +4,457.9% | +4,362.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling