-38.8%
TRMB vs SAN
+271.8%
-310.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.6% |
| 7D | -16.7% | +4.9% | -21.6% | -18.5% |
| 30D | -9.9% | -13.0% | +3.1% | -5.9% |
| 3M | -7.6% | -18.9% | +11.3% | -1.2% |
| 6M | -14.7% | -4.1% | -10.5% | -14.8% |
| YTD | -30.9% | +2.6% | -33.5% | -33.6% |
| 1Y | -31.3% | +16.9% | -48.3% | -37.4% |
| 3Y | +29.4% | +239.1% | -209.6% | -25.2% |
| All | -38.8% | +271.8% | -310.5% | -67.3% |
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