-25.9%
STRL vs TRMB
-31.2%
+5.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -17.3% | -4.1% | -16.7% |
| 7D | -27.1% | -15.7% | -11.4% | -22.6% |
| 30D | -45.8% | -7.8% | -38.0% | -42.5% |
| 3M | -47.6% | -9.3% | -38.3% | -44.2% |
| 6M | -46.4% | -20.8% | -25.6% | -37.2% |
| YTD | -7.4% | -30.8% | +23.4% | +18.4% |
| 1Y | -25.9% | -31.0% | +5.1% | -4.6% |
| All | -25.9% | -31.2% | +5.4% | -4.6% |
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