+58.7%
SO vs TRMB
-37.5%
+96.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | -3.2% | -1.2% | -2.0% | -3.1% |
| 3M | -1.7% | +9.6% | -11.3% | -2.4% |
| 6M | -7.2% | -16.1% | +8.9% | -6.1% |
| YTD | +4.6% | -25.0% | +29.5% | +6.6% |
| 1Y | +1.2% | -27.7% | +28.9% | +3.4% |
| 3Y | +45.3% | +15.3% | +30.0% | +39.4% |
| 5Y | +58.7% | -37.4% | +96.1% | +55.3% |
| All | +58.7% | -37.5% | +96.3% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling