+266.4%
STT vs TRMB
+113.5%
+152.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +1.2% |
| 7D | +1.0% | -2.9% | +3.9% | +2.4% |
| 30D | +2.8% | -1.8% | +4.6% | +3.3% |
| 3M | +18.1% | +8.4% | +9.7% | +12.2% |
| 6M | +59.2% | -18.5% | +77.7% | +73.2% |
| YTD | +51.5% | -26.7% | +78.2% | +73.4% |
| 1Y | +75.7% | -28.3% | +104.0% | +102.8% |
| 3Y | +200.8% | +12.6% | +188.2% | +167.0% |
| 5Y | +155.8% | -38.7% | +194.5% | +202.5% |
| 10Y | +266.4% | +120.8% | +145.6% | +117.6% |
| All | +266.4% | +113.5% | +152.8% | +117.6% |
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 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