+3.7%
SO vs TRMB
-31.2%
+35.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -17.3% | +16.6% | -0.4% |
| 7D | +1.7% | -15.7% | +17.4% | +2.0% |
| 30D | +11.1% | -7.8% | +18.9% | +11.4% |
| 3M | +0.7% | -9.3% | +10.0% | +0.9% |
| 6M | -1.4% | -20.8% | +19.4% | -1.4% |
| YTD | +9.4% | -30.8% | +40.2% | +9.3% |
| 1Y | +3.7% | -31.0% | +34.7% | +3.3% |
| All | +3.7% | -31.2% | +35.0% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling