+2,016.3%
STM vs TRMB
+2,299.2%
-282.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +2.4% |
| 7D | +1.4% | +4.1% | -2.7% | +0.1% |
| 30D | -8.4% | -5.1% | -3.3% | -7.0% |
| 3M | -15.8% | -2.6% | -13.2% | -15.6% |
| 6M | -22.8% | -2.7% | -20.1% | -23.4% |
| YTD | +79.4% | -27.9% | +107.3% | +97.5% |
| 1Y | +97.0% | -29.0% | +126.0% | +117.9% |
| 3Y | +14.2% | +35.0% | -20.8% | +0.9% |
| 5Y | -4.5% | -33.9% | +29.4% | +8.1% |
| 10Y | +463.1% | +106.1% | +356.9% | +340.4% |
| All | +2,016.3% | +2,299.2% | -282.8% | +648.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling