+106.1%
TRMB vs SM
+10.6%
+95.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.6% | -2.4% | +2.4% |
| 7D | +4.1% | +0.3% | +3.8% | +4.0% |
| 30D | -5.1% | -17.3% | +12.3% | -2.6% |
| 3M | -2.6% | -3.6% | +1.0% | -2.3% |
| 6M | -2.7% | +2.9% | -5.6% | -3.9% |
| YTD | -27.9% | +70.2% | -98.1% | -34.1% |
| 1Y | -29.0% | +66.5% | -95.5% | -35.0% |
| 3Y | +35.0% | -8.2% | +43.2% | +31.3% |
| 5Y | -33.9% | -1.5% | -32.4% | -37.9% |
| 10Y | +106.1% | +11.9% | +94.2% | +39.7% |
| All | +106.1% | +10.6% | +95.6% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling