+4.9%
STM vs TRMB
+27.3%
-22.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.6% | +4.0% |
| 7D | -10.7% | -16.7% | +5.9% | -2.8% |
| 30D | -25.7% | -9.9% | -15.8% | -22.5% |
| 3M | -21.6% | -7.6% | -14.0% | -19.5% |
| 6M | -27.8% | -14.7% | -13.1% | -22.7% |
| YTD | +61.8% | -30.9% | +92.7% | +97.7% |
| 1Y | +78.1% | -31.3% | +109.4% | +117.6% |
| 3Y | +4.9% | +29.4% | -24.5% | -21.8% |
| All | +4.9% | +27.3% | -22.4% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling