+3,066.3%
TRMB vs SAN
+1,774.9%
+1,291.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -16.6% | +10.8% | -27.3% | -20.1% |
| 30D | -8.9% | -5.7% | -3.1% | -7.7% |
| 3M | -6.3% | -13.4% | +7.1% | -2.4% |
| 6M | -10.0% | +3.5% | -13.5% | -12.5% |
| YTD | -30.1% | +9.7% | -39.9% | -34.2% |
| 1Y | -31.3% | +20.9% | -52.2% | -37.6% |
| 3Y | +30.8% | +254.3% | -223.5% | -21.5% |
| 5Y | -35.9% | +304.2% | -340.2% | -64.3% |
| 10Y | +101.7% | +260.2% | -158.5% | +9.4% |
| All | +3,066.3% | +1,774.9% | +1,291.4% | +1,233.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling