+3,558.1%
TRMB vs SM
+1,302.7%
+2,255.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -16.7% | -25.9% | +9.2% | -12.4% |
| 30D | -9.9% | -15.1% | +5.2% | -7.4% |
| 3M | -7.6% | +4.9% | -12.4% | -8.6% |
| 6M | -14.7% | +6.1% | -20.8% | -16.6% |
| YTD | -30.9% | +63.4% | -94.4% | -37.7% |
| 1Y | -31.3% | +72.5% | -103.8% | -38.8% |
| 3Y | +29.4% | -16.9% | +46.3% | +26.9% |
| 5Y | -37.4% | -10.6% | -26.7% | -41.5% |
| 10Y | +109.2% | +11.3% | +97.9% | +30.7% |
| All | +3,558.1% | +1,302.7% | +2,255.5% | +1,130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling