-85.6%
SMR vs TRMB
-31.2%
-54.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -17.3% | +12.8% | +4.6% |
| 7D | -9.5% | -15.7% | +6.2% | -2.1% |
| 30D | -33.2% | -7.8% | -25.4% | -31.6% |
| 3M | -45.9% | -9.3% | -36.6% | -44.2% |
| 6M | -57.9% | -20.8% | -37.1% | -50.4% |
| YTD | -63.8% | -30.8% | -33.0% | -51.9% |
| 1Y | -85.6% | -31.0% | -54.6% | -80.7% |
| All | -85.6% | -31.2% | -54.4% | -80.7% |
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