+755.0%
SW vs TRMB
+220.9%
+534.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | -5.1% | -2.5% | -2.6% | -4.7% |
| 30D | -4.6% | +1.5% | -6.1% | -4.8% |
| 3M | +9.4% | +6.8% | +2.6% | +8.3% |
| 6M | +3.5% | -14.9% | +18.5% | +5.8% |
| YTD | +22.0% | -24.1% | +46.1% | +26.7% |
| 1Y | +2.2% | -25.4% | +27.6% | +6.4% |
| 3Y | +19.6% | +8.0% | +11.6% | +18.3% |
| 5Y | -2.3% | -37.3% | +35.0% | +1.1% |
| 10Y | +181.4% | +116.8% | +64.5% | +156.0% |
| All | +755.0% | +220.9% | +534.1% | +697.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling