+782.2%
STLD vs TRMB
+105.8%
+676.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.5% |
| 7D | -9.7% | -17.0% | +7.3% | -1.5% |
| 30D | -4.5% | -9.0% | +4.5% | -1.0% |
| 3M | -13.1% | -8.1% | -5.0% | -11.0% |
| 6M | -2.8% | -10.1% | +7.3% | -0.2% |
| YTD | +35.3% | -30.2% | +65.5% | +57.6% |
| 1Y | +51.4% | -30.7% | +82.1% | +76.5% |
| 3Y | +117.9% | +32.6% | +85.3% | +73.9% |
| 5Y | +272.6% | -38.1% | +310.7% | +338.2% |
| 10Y | +782.2% | +98.9% | +683.3% | +374.0% |
| All | +782.2% | +105.8% | +676.4% | +374.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling