+119.0%
SMTC vs TRMB
-39.0%
+158.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +2.6% |
| 7D | +22.5% | -2.9% | +25.4% | +24.9% |
| 30D | +24.9% | -1.8% | +26.7% | +24.6% |
| 3M | +4.1% | +8.4% | -4.3% | -6.5% |
| 6M | +92.6% | -18.5% | +111.1% | +117.9% |
| YTD | +122.5% | -26.7% | +149.2% | +173.3% |
| 1Y | +166.2% | -28.3% | +194.5% | +233.0% |
| 3Y | +577.2% | +12.6% | +564.6% | +493.3% |
| 5Y | +119.0% | -38.7% | +157.7% | +202.1% |
| All | +119.0% | -39.0% | +158.0% | +202.1% |
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 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