+101.7%
TRMB vs SFM
+44.5%
+57.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +2.7% |
| 7D | +4.1% | -7.1% | +11.2% | +5.1% |
| 30D | -5.1% | -21.4% | +16.3% | -2.6% |
| 3M | -2.6% | -40.1% | +37.5% | +3.8% |
| 6M | -2.7% | -38.0% | +35.3% | +2.6% |
| YTD | -27.9% | -36.5% | +8.6% | -24.6% |
| 1Y | -29.0% | -35.2% | +6.2% | -26.1% |
| 3Y | +35.0% | +23.5% | +11.5% | +25.8% |
| 5Y | -33.9% | +109.7% | -143.6% | -43.5% |
| 10Y | +106.1% | +132.6% | -26.4% | +67.6% |
| All | +101.7% | +44.5% | +57.3% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling