+439.5%
SN vs TRMB
+1.9%
+437.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.3% |
| 7D | +7.2% | -16.7% | +23.9% | +15.0% |
| 30D | +20.4% | -9.9% | +30.3% | +24.0% |
| 3M | +23.9% | -7.6% | +31.5% | +25.6% |
| 6M | +93.0% | -14.7% | +107.7% | +103.4% |
| YTD | +99.2% | -30.9% | +130.2% | +132.9% |
| 1Y | +142.6% | -31.3% | +174.0% | +184.4% |
| 3Y | +398.8% | +29.4% | +369.4% | +420.0% |
| All | +439.5% | +1.9% | +437.6% | +404.7% |
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 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