-25.4%
TRMB vs SPY
+20.8%
-46.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.6% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +1.5% | +0.1% | +1.5% | +1.5% |
| 3M | +6.8% | +2.0% | +4.8% | +4.7% |
| 6M | -14.9% | +13.0% | -28.0% | -27.8% |
| YTD | -24.1% | +13.5% | -37.6% | -36.0% |
| 1Y | -25.4% | +20.0% | -45.4% | -42.6% |
| All | -25.4% | +20.8% | -46.2% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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