+10,012.8%
STRL vs TRMB
+2,028.9%
+7,983.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.4% |
| 7D | -26.9% | -16.7% | -10.2% | -24.9% |
| 30D | -52.7% | -9.9% | -42.8% | -51.8% |
| 3M | -52.8% | -7.6% | -45.3% | -52.2% |
| 6M | -71.5% | -14.7% | -56.8% | -70.9% |
| YTD | -17.4% | -30.9% | +13.5% | -13.8% |
| 1Y | -35.0% | -31.3% | -3.6% | -31.9% |
| 3Y | +239.2% | +29.4% | +209.8% | +232.2% |
| 5Y | +830.2% | -37.4% | +867.5% | +880.0% |
| 10Y | +3,574.7% | +109.2% | +3,465.5% | +3,371.5% |
| All | +10,012.8% | +2,028.9% | +7,983.9% | +10,961.4% |
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