+196.4%
SO vs TRMB
+102.3%
+94.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | +1.4% | +2.8% | -1.5% | +1.0% |
| 30D | +4.7% | -5.9% | +10.6% | +5.2% |
| 3M | +1.7% | -3.3% | +5.0% | +1.8% |
| 6M | +2.2% | +1.3% | +0.8% | +1.5% |
| YTD | +10.0% | -29.0% | +39.0% | +13.7% |
| 1Y | +6.0% | -27.8% | +33.8% | +9.4% |
| 3Y | +54.1% | +36.3% | +17.8% | +42.8% |
| 5Y | +79.6% | -35.8% | +115.5% | +83.6% |
| All | +196.4% | +102.3% | +94.1% | +163.3% |
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 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