+1.5%
SMR vs TRMB
-18.0%
+19.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -4.9% |
| 7D | +4.7% | -5.4% | +10.1% | +8.8% |
| 30D | +3.2% | -2.0% | +5.2% | +4.5% |
| 3M | +9.9% | +12.3% | -2.4% | -0.9% |
| 6M | -15.1% | -17.6% | +2.5% | -3.6% |
| YTD | -27.9% | -27.5% | -0.5% | -10.6% |
| 1Y | -70.2% | -29.1% | -41.2% | -62.0% |
| 3Y | +72.5% | +11.5% | +61.0% | +71.2% |
| All | +1.5% | -18.0% | +19.5% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling