+129.8%
STLD vs TRMB
+34.4%
+95.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | +6.9% | +4.1% | +2.8% | +5.1% |
| 30D | -1.5% | -7.0% | +5.5% | +0.4% |
| 3M | -9.7% | -0.9% | -8.8% | -11.0% |
| 6M | +2.3% | -1.2% | +3.5% | +0.3% |
| YTD | +41.0% | -28.7% | +69.8% | +62.3% |
| 1Y | +51.8% | -32.1% | +83.9% | +79.3% |
| All | +129.8% | +34.4% | +95.3% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling