+3,920.5%
TRMB vs SM
+1,608.3%
+2,312.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +1.5% | +26.3% | -24.8% | -2.5% |
| 3M | +6.8% | +8.7% | -1.9% | +4.4% |
| 6M | -14.9% | +51.7% | -66.6% | -21.9% |
| YTD | -24.1% | +99.0% | -123.1% | -33.6% |
| 1Y | -25.4% | +34.6% | -60.0% | -30.9% |
| 3Y | +8.0% | -7.8% | +15.8% | +4.1% |
| 5Y | -37.3% | +104.8% | -142.1% | -49.0% |
| 10Y | +116.8% | +7.2% | +109.6% | +36.6% |
| All | +3,920.5% | +1,608.3% | +2,312.2% | +1,211.3% |
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