+73.8%
SPYM vs TRMB
-35.0%
+108.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.1% |
| 7D | +3.3% | +4.1% | -0.8% | +1.9% |
| 30D | -2.6% | -7.0% | +4.3% | -1.4% |
| 3M | -1.7% | -0.9% | -0.8% | -2.9% |
| 6M | +3.1% | -1.2% | +4.3% | +1.5% |
| YTD | +12.0% | -28.7% | +40.7% | +23.6% |
| 1Y | +12.1% | -32.1% | +44.2% | +25.8% |
| 3Y | +78.5% | +33.4% | +45.1% | +50.4% |
| 5Y | +73.8% | -35.6% | +109.4% | +92.0% |
| All | +73.8% | -35.0% | +108.8% | +92.0% |
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 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