+51.6%
SW vs TRMB
+27.7%
+23.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -17.3% | +21.4% | +11.1% |
| 7D | +12.1% | -15.7% | +27.7% | +18.6% |
| 30D | +6.6% | -7.8% | +14.3% | +7.8% |
| 3M | -6.0% | -9.3% | +3.3% | -4.3% |
| 6M | +21.5% | -20.8% | +42.3% | +30.7% |
| YTD | +20.3% | -30.8% | +51.1% | +37.7% |
| 1Y | +28.1% | -31.0% | +59.1% | +46.3% |
| All | +51.6% | +27.7% | +23.9% | +36.8% |
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