-27.8%
TRMB vs SM
+84.2%
-112.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.8% | +9.4% | -6.6% | +2.4% |
| 30D | -5.9% | -14.4% | +8.5% | -5.6% |
| 3M | -3.3% | +1.6% | -4.9% | -1.8% |
| 6M | +1.3% | +6.3% | -5.0% | +3.2% |
| YTD | -29.0% | +78.8% | -107.8% | -29.2% |
| 1Y | -27.8% | +83.1% | -110.9% | -28.3% |
| All | -27.8% | +84.2% | -112.0% | -28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling