-37.4%
TRMB vs SM
+111.2%
-148.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -1.8% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -1.2% | +31.5% | -32.7% | -6.2% |
| 3M | +9.6% | +17.3% | -7.7% | +5.5% |
| 6M | -16.1% | +48.5% | -64.6% | -23.9% |
| YTD | -25.0% | +106.3% | -131.2% | -36.9% |
| 1Y | -27.7% | +47.3% | -75.0% | -35.0% |
| 3Y | +15.3% | -1.4% | +16.7% | +8.5% |
| 5Y | -37.4% | +114.0% | -151.4% | -47.7% |
| All | -37.4% | +111.2% | -148.6% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling