+730.4%
SW vs TRMB
+189.4%
+541.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | +4.7% | -17.9% | +22.6% | +7.4% |
| 30D | +5.0% | -12.0% | +17.0% | +6.6% |
| 3M | -7.3% | -8.4% | +1.1% | -6.6% |
| 6M | +15.0% | -21.5% | +36.5% | +18.4% |
| YTD | +18.5% | -31.5% | +50.1% | +24.4% |
| 1Y | +27.1% | -33.4% | +60.6% | +33.9% |
| 3Y | +49.3% | +26.5% | +22.8% | +45.1% |
| 5Y | -1.6% | -37.9% | +36.3% | +2.1% |
| 10Y | +185.4% | +107.3% | +78.0% | +161.4% |
| All | +730.4% | +189.4% | +541.0% | +683.0% |
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 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