+448.1%
SN vs TRMB
+3.1%
+445.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | +7.6% | -16.6% | +24.1% | +15.4% |
| 30D | +22.4% | -8.9% | +31.3% | +25.5% |
| 3M | +21.7% | -6.3% | +28.0% | +22.5% |
| 6M | +102.8% | -10.0% | +112.8% | +107.8% |
| YTD | +102.4% | -30.1% | +132.5% | +135.3% |
| 1Y | +139.0% | -31.3% | +170.3% | +180.3% |
| 3Y | +440.4% | +30.8% | +409.6% | +460.2% |
| All | +448.1% | +3.1% | +445.0% | +410.0% |
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