+0.1%
SO vs TRMB
-29.4%
+29.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.8% |
| 7D | 0.0% | -2.9% | +2.9% | 0.0% |
| 30D | -2.5% | -1.8% | -0.7% | -2.5% |
| 3M | -4.2% | +8.4% | -12.6% | -4.1% |
| 6M | -7.7% | -18.5% | +10.9% | -8.4% |
| YTD | +3.8% | -26.7% | +30.5% | +2.5% |
| 1Y | +0.1% | -28.3% | +28.4% | -1.0% |
| All | +0.1% | -29.4% | +29.5% | -1.0% |
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