+19,359.6%
STRL vs TRMB
+2,239.8%
+17,119.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +5.9% |
| 7D | +3.4% | -2.5% | +5.9% | +3.7% |
| 30D | -9.2% | +1.5% | -10.8% | -9.5% |
| 3M | -51.0% | +6.8% | -57.8% | -51.7% |
| 6M | +15.8% | -14.9% | +30.7% | +17.5% |
| YTD | +58.9% | -24.1% | +83.0% | +63.2% |
| 1Y | +68.5% | -25.4% | +93.9% | +74.1% |
| 3Y | +485.2% | +8.0% | +477.2% | +480.6% |
| 5Y | +2,005.1% | -37.3% | +2,042.4% | +2,102.6% |
| 10Y | +7,118.0% | +116.8% | +7,001.1% | +6,638.4% |
| All | +19,359.6% | +2,239.8% | +17,119.8% | +20,847.8% |
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 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