+96.5%
STM vs TRMB
-31.2%
+127.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -17.3% | +11.3% | -2.4% |
| 7D | -6.0% | -15.7% | +9.7% | -2.6% |
| 30D | -20.9% | -7.8% | -13.2% | -19.3% |
| 3M | -15.8% | -9.3% | -6.5% | -13.7% |
| 6M | -17.0% | -20.8% | +3.8% | -6.9% |
| YTD | +76.8% | -30.8% | +107.6% | +110.5% |
| 1Y | +96.5% | -31.0% | +127.5% | +133.2% |
| All | +96.5% | -31.2% | +127.7% | +133.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling