+203.1%
STT vs TRMB
+109.2%
+94.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | 0.0% |
| 7D | +0.4% | +4.1% | -3.7% | -1.4% |
| 30D | -0.4% | -5.1% | +4.6% | +0.5% |
| 3M | -6.5% | -2.6% | -3.9% | -7.3% |
| 6M | +17.2% | -2.7% | +19.9% | +15.1% |
| YTD | +38.2% | -27.9% | +66.1% | +56.7% |
| 1Y | +49.3% | -29.0% | +78.3% | +70.2% |
| 3Y | +181.9% | +35.0% | +147.0% | +125.4% |
| 5Y | +106.9% | -33.9% | +140.8% | +131.4% |
| 10Y | +203.1% | +106.1% | +97.0% | +94.0% |
| All | +203.1% | +109.2% | +94.0% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling