+94.5%
STM vs TRMB
-29.4%
+123.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +2.8% |
| 7D | +1.4% | +4.1% | -2.7% | +0.6% |
| 30D | -8.4% | -5.1% | -3.3% | -7.2% |
| 3M | -15.8% | -2.6% | -13.2% | -15.0% |
| 6M | -22.8% | -2.7% | -20.1% | -20.3% |
| YTD | +79.4% | -27.9% | +107.3% | +112.2% |
| All | +94.5% | -29.4% | +123.9% | +135.1% |
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