-37.4%
TRMB vs SAN
+381.9%
-419.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.3% | +3.3% | -3.6% | -1.5% |
| 30D | -1.2% | +1.1% | -2.3% | -1.7% |
| 3M | +9.6% | +22.2% | -12.6% | +1.3% |
| 6M | -16.1% | +36.0% | -52.1% | -26.0% |
| YTD | -25.0% | +28.2% | -53.2% | -32.8% |
| 1Y | -27.7% | +54.1% | -81.8% | -39.8% |
| 3Y | +15.3% | +354.2% | -338.9% | -38.9% |
| 5Y | -37.4% | +387.3% | -424.7% | -70.2% |
| All | -37.4% | +381.9% | -419.3% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling