+95.3%
TRMB vs SFM
+41.7%
+53.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -17.0% | -10.2% | -6.7% | -15.8% |
| 30D | -9.0% | -23.9% | +14.9% | -6.2% |
| 3M | -8.1% | -42.3% | +34.1% | -1.6% |
| 6M | -10.1% | -40.1% | +30.1% | -4.7% |
| YTD | -30.2% | -37.8% | +7.6% | -26.8% |
| 1Y | -30.7% | -37.1% | +6.4% | -27.5% |
| 3Y | +32.6% | +21.5% | +11.1% | +23.9% |
| 5Y | -38.1% | +103.8% | -141.9% | -46.9% |
| 10Y | +98.9% | +142.0% | -43.1% | +60.8% |
| All | +95.3% | +41.7% | +53.6% | +70.5% |
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