+1,080.4%
STLD vs TRMB
+114.9%
+965.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.1% |
| 7D | +2.7% | -0.3% | +2.9% | +2.8% |
| 30D | -8.4% | -1.2% | -7.2% | -8.3% |
| 3M | -9.9% | +9.6% | -19.5% | -15.3% |
| 6M | +33.0% | -16.1% | +49.2% | +43.8% |
| YTD | +42.6% | -25.0% | +67.6% | +62.4% |
| 1Y | +80.8% | -27.7% | +108.4% | +109.5% |
| 3Y | +143.4% | +15.3% | +128.1% | +111.0% |
| 5Y | +293.4% | -37.4% | +330.8% | +368.5% |
| 10Y | +1,080.4% | +117.5% | +962.9% | +469.1% |
| All | +1,080.4% | +114.9% | +965.5% | +469.1% |
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