-10.7%
SNPS vs TRMB
-22.5%
+11.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.2% |
| 7D | -3.7% | -16.7% | +13.0% | -1.2% |
| 30D | -10.4% | -9.9% | -0.5% | -10.1% |
| 3M | +11.0% | -7.6% | +18.5% | +10.8% |
| 6M | -10.7% | -14.7% | +4.0% | -7.4% |
| All | -10.7% | -22.5% | +11.8% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling