+45.6%
SO vs TRMB
+13.5%
+32.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -0.2% | -2.5% | +2.4% | -0.2% |
| 30D | -4.6% | +1.5% | -6.1% | -4.6% |
| 3M | -3.0% | +6.8% | -9.8% | -3.1% |
| 6M | -8.3% | -14.9% | +6.7% | -8.3% |
| YTD | +3.5% | -24.1% | +27.6% | +3.5% |
| 1Y | -0.9% | -25.4% | +24.5% | -1.0% |
| All | +45.6% | +13.5% | +32.1% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling