-22.8%
STM vs TRMB
-6.5%
-16.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +3.2% |
| 7D | +1.4% | +4.1% | -2.7% | +1.1% |
| 30D | -8.4% | -5.1% | -3.3% | -6.5% |
| 3M | -15.8% | -2.6% | -13.2% | -13.1% |
| 6M | -22.8% | -2.7% | -20.1% | -11.1% |
| All | -22.8% | -6.5% | -16.3% | -11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling