+3,339.2%
TRMB vs SAN
+2,101.4%
+1,237.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.8% |
| 7D | -2.5% | +1.8% | -4.3% | -3.1% |
| 30D | +1.5% | +2.0% | -0.5% | +0.7% |
| 3M | +6.8% | +19.7% | -13.0% | -0.5% |
| 6M | -14.9% | +30.6% | -45.6% | -23.6% |
| YTD | -24.1% | +28.8% | -52.9% | -31.9% |
| 1Y | -25.4% | +57.8% | -83.2% | -37.9% |
| 3Y | +8.0% | +338.1% | -330.1% | -39.5% |
| 5Y | -37.3% | +384.2% | -421.5% | -67.1% |
| 10Y | +116.8% | +353.1% | -236.3% | +9.2% |
| All | +3,339.2% | +2,101.4% | +1,237.9% | +1,281.2% |
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 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