+8,153.7%
STLD vs TRMB
+2,842.8%
+5,310.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +3.1% | -2.5% | +5.7% | +4.0% |
| 30D | -9.0% | +1.5% | -10.5% | -9.7% |
| 3M | -12.4% | +6.8% | -19.1% | -14.8% |
| 6M | +25.5% | -14.9% | +40.4% | +31.0% |
| YTD | +43.6% | -24.1% | +67.7% | +54.7% |
| 1Y | +87.2% | -25.4% | +112.6% | +102.6% |
| 3Y | +135.2% | +8.0% | +127.2% | +123.8% |
| 5Y | +290.9% | -37.3% | +328.2% | +334.9% |
| 10Y | +1,113.5% | +116.8% | +996.6% | +818.7% |
| All | +8,153.7% | +2,842.8% | +5,310.8% | +3,848.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling