+107.5%
STLD vs TRMB
+27.3%
+80.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -11.1% | -16.7% | +5.6% | -5.0% |
| 30D | -4.8% | -9.9% | +5.1% | -1.8% |
| 3M | -14.6% | -7.6% | -7.0% | -13.3% |
| 6M | -7.4% | -14.7% | +7.3% | -2.6% |
| YTD | +32.6% | -30.9% | +63.5% | +54.5% |
| 1Y | +47.3% | -31.3% | +78.7% | +71.7% |
| 3Y | +107.5% | +29.4% | +78.1% | +71.4% |
| All | +107.5% | +27.3% | +80.2% | +71.4% |
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