-14.9%
TRMB vs SM
+58.1%
-73.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -1.3% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | +1.5% | +26.3% | -24.8% | +4.1% |
| 3M | +6.8% | +8.7% | -1.9% | +8.5% |
| 6M | -14.9% | +51.7% | -66.6% | -11.1% |
| All | -14.9% | +58.1% | -73.1% | -11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling