-38.1%
TRMB vs SAN
+294.6%
-332.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.1% | -5.1% | -1.0% |
| 7D | -17.0% | +8.7% | -25.7% | -19.8% |
| 30D | -9.0% | -6.5% | -2.5% | -7.4% |
| 3M | -8.1% | -14.2% | +6.1% | -3.7% |
| 6M | -10.1% | +2.7% | -12.8% | -12.3% |
| YTD | -30.2% | +8.9% | -39.1% | -34.3% |
| 1Y | -30.7% | +23.4% | -54.1% | -37.9% |
| 3Y | +32.6% | +257.9% | -225.3% | -24.7% |
| 5Y | -38.1% | +297.8% | -335.9% | -67.7% |
| All | -38.1% | +294.6% | -332.7% | -67.7% |
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