-29.0%
TRMB vs SM
+72.9%
-102.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.6% | -2.4% | +3.0% |
| 7D | +4.1% | +0.3% | +3.8% | +4.1% |
| 30D | -5.1% | -17.3% | +12.3% | -4.7% |
| 3M | -2.6% | -3.6% | +1.0% | -0.9% |
| 6M | -2.7% | +2.9% | -5.6% | -0.6% |
| YTD | -27.9% | +70.2% | -98.1% | -26.3% |
| 1Y | -29.0% | +66.5% | -95.5% | -27.2% |
| All | -29.0% | +72.9% | -102.0% | -27.2% |
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