-15.7%
STM vs TRMB
-38.3%
+22.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.6% | +3.9% |
| 7D | -10.7% | -16.7% | +5.9% | -1.3% |
| 30D | -25.7% | -9.9% | -15.8% | -21.8% |
| 3M | -21.6% | -7.6% | -14.0% | -19.2% |
| 6M | -27.8% | -14.7% | -13.1% | -22.8% |
| YTD | +61.8% | -30.9% | +92.7% | +98.0% |
| 1Y | +78.1% | -31.3% | +109.4% | +118.1% |
| 3Y | +4.9% | +29.4% | -24.5% | -19.8% |
| All | -15.7% | -38.3% | +22.5% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling