+277.1%
STLD vs TRMB
-36.0%
+313.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +2.9% | +2.8% | +0.1% | +1.7% |
| 30D | -5.6% | -5.9% | +0.3% | -4.1% |
| 3M | -11.7% | -3.3% | -8.4% | -11.9% |
| 6M | -2.8% | +1.3% | -4.1% | -5.7% |
| YTD | +36.4% | -29.0% | +65.4% | +55.0% |
| 1Y | +50.0% | -27.8% | +77.8% | +68.7% |
| 3Y | +122.3% | +36.3% | +86.0% | +84.6% |
| All | +277.1% | -36.0% | +313.1% | +284.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling