-38.1%
TRMB vs SM
-13.5%
-24.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.6% |
| 7D | -17.0% | -22.3% | +5.3% | -12.6% |
| 30D | -9.0% | -21.4% | +12.3% | -4.6% |
| 3M | -8.1% | +1.4% | -9.5% | -8.6% |
| 6M | -10.1% | +0.1% | -10.2% | -11.5% |
| YTD | -30.2% | +59.0% | -89.2% | -39.0% |
| 1Y | -30.7% | +64.3% | -95.0% | -40.1% |
| 3Y | +32.6% | -13.1% | +45.8% | +27.4% |
| 5Y | -38.1% | -13.9% | -24.3% | -42.4% |
| All | -38.1% | -13.5% | -24.6% | -42.4% |
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