+323.8%
SN vs TRMB
+10.7%
+313.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -5.6% | -1.2% | -4.4% | -5.1% |
| 3M | +48.1% | +9.6% | +38.5% | +40.2% |
| 6M | +57.6% | -16.1% | +73.8% | +71.9% |
| YTD | +56.5% | -25.0% | +81.5% | +79.9% |
| 1Y | +52.6% | -27.7% | +80.2% | +78.5% |
| 3Y | +412.0% | +15.3% | +396.7% | +400.6% |
| All | +323.8% | +10.7% | +313.1% | +289.8% |
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