+9,673.6%
STRL vs TRMB
+2,010.4%
+7,663.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.1% | -12.7% | -13.7% |
| 7D | -34.6% | -17.9% | -16.7% | -32.6% |
| 30D | -56.7% | -12.0% | -44.7% | -55.8% |
| 3M | -54.4% | -8.4% | -46.0% | -53.8% |
| 6M | -69.7% | -21.5% | -48.1% | -68.8% |
| YTD | -20.2% | -31.5% | +11.3% | -16.6% |
| 1Y | -40.6% | -33.4% | -7.1% | -37.5% |
| 3Y | +221.7% | +26.5% | +195.2% | +215.9% |
| 5Y | +799.0% | -37.9% | +836.9% | +848.2% |
| 10Y | +3,451.5% | +107.3% | +3,344.1% | +3,258.8% |
| All | +9,673.6% | +2,010.4% | +7,663.2% | +10,602.3% |
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