+422.5%
STM vs TRMB
+105.8%
+316.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +6.1% |
| 7D | -5.6% | -17.0% | +11.4% | +5.1% |
| 30D | -14.4% | -9.0% | -5.4% | -10.3% |
| 3M | -20.5% | -8.1% | -12.4% | -17.6% |
| 6M | -24.5% | -10.1% | -14.4% | -22.2% |
| YTD | +72.7% | -30.2% | +102.9% | +108.5% |
| 1Y | +91.0% | -30.7% | +121.7% | +131.0% |
| 3Y | +13.5% | +32.6% | -19.1% | -12.5% |
| 5Y | -9.2% | -38.1% | +28.9% | +13.4% |
| 10Y | +422.5% | +98.9% | +323.6% | +228.2% |
| All | +422.5% | +105.8% | +316.7% | +228.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling