+97.4%
STM vs TRMB
-27.5%
+124.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | -7.4% | -1.2% | -6.1% | -7.0% |
| 3M | -30.6% | +9.6% | -40.2% | -32.0% |
| 6M | +66.4% | -16.1% | +82.5% | +82.1% |
| YTD | +101.1% | -25.0% | +126.1% | +132.5% |
| 1Y | +97.4% | -27.7% | +125.1% | +128.1% |
| All | +97.4% | -27.5% | +124.8% | +128.1% |
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