+162.0%
SO vs TRMB
+113.5%
+48.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | 0.0% | -2.9% | +2.9% | +0.4% |
| 30D | -2.5% | -1.8% | -0.7% | -2.3% |
| 3M | -4.2% | +8.4% | -12.6% | -5.2% |
| 6M | -7.7% | -18.5% | +10.9% | -5.7% |
| YTD | +3.8% | -26.7% | +30.5% | +7.3% |
| 1Y | +0.1% | -28.3% | +28.4% | +3.5% |
| 3Y | +44.2% | +12.6% | +31.6% | +37.8% |
| 5Y | +57.9% | -38.7% | +96.6% | +63.1% |
| 10Y | +162.0% | +120.8% | +41.2% | +119.9% |
| All | +162.0% | +113.5% | +48.4% | +119.9% |
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