-31.0%
TRMB vs SNY
+2.7%
-33.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.7% | -22.0% | -17.8% |
| 7D | -15.7% | +12.4% | -28.1% | -17.9% |
| 30D | -7.8% | +20.1% | -27.9% | -11.7% |
| 3M | -9.3% | +11.2% | -20.5% | -11.5% |
| 6M | -20.8% | +9.5% | -30.3% | -22.4% |
| YTD | -30.8% | +3.4% | -34.2% | -32.2% |
| 1Y | -31.0% | +2.0% | -33.0% | -32.0% |
| All | -31.0% | +2.7% | -33.7% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling