-38.7%
TRMB vs SPY
+81.0%
-119.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -1.7% |
| 7D | -2.9% | -0.4% | -2.5% | -2.4% |
| 30D | -1.8% | -1.4% | -0.4% | +0.1% |
| 3M | +8.4% | +3.7% | +4.7% | +2.9% |
| 6M | -18.5% | +13.0% | -31.5% | -31.5% |
| YTD | -26.7% | +12.4% | -39.1% | -37.9% |
| 1Y | -28.3% | +18.5% | -46.8% | -43.3% |
| 3Y | +12.6% | +77.6% | -65.0% | -49.1% |
| 5Y | -38.7% | +81.7% | -120.4% | -72.6% |
| All | -38.7% | +81.0% | -119.7% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling