+2,206.4%
TRMB vs SNY
+241.9%
+1,964.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.0% | -3.3% | +0.3% | -1.6% |
| 30D | +2.3% | -2.2% | +4.5% | +3.2% |
| 3M | +15.3% | -3.0% | +18.4% | +16.7% |
| 6M | -14.7% | +2.7% | -17.4% | -16.0% |
| YTD | -26.4% | -6.8% | -19.6% | -24.6% |
| 1Y | -30.4% | -5.3% | -25.1% | -29.6% |
| 3Y | +13.5% | -9.8% | +23.3% | +12.3% |
| 5Y | -38.6% | +9.7% | -48.3% | -46.0% |
| 10Y | +121.8% | +64.5% | +57.3% | +54.4% |
| All | +2,206.4% | +241.9% | +1,964.5% | +910.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling