+116.7%
TRMB vs SAN
+357.1%
-240.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.8% | +0.6% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | +2.3% | +0.9% | +1.4% | +1.9% |
| 3M | +15.3% | +19.1% | -3.8% | +7.3% |
| 6M | -14.7% | +33.2% | -47.9% | -24.5% |
| YTD | -26.4% | +29.1% | -55.5% | -34.6% |
| 1Y | -30.4% | +50.2% | -80.6% | -41.9% |
| 3Y | +13.5% | +351.0% | -337.5% | -40.7% |
| 5Y | -38.6% | +394.7% | -433.3% | -70.2% |
| All | +116.7% | +357.1% | -240.4% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling