-37.4%
TRMB vs SFM
+219.5%
-256.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.1% |
| 7D | -0.3% | -5.8% | +5.5% | +0.7% |
| 30D | -1.2% | -11.4% | +10.1% | +0.6% |
| 3M | +9.6% | -12.2% | +21.8% | +11.5% |
| 6M | -16.1% | -5.2% | -11.0% | -16.5% |
| YTD | -25.0% | -4.5% | -20.5% | -25.6% |
| 1Y | -27.7% | -45.4% | +17.7% | -20.1% |
| 3Y | +15.3% | +91.1% | -75.8% | -4.2% |
| 5Y | -37.4% | +226.8% | -264.2% | -50.2% |
| All | -37.4% | +219.5% | -256.9% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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