+194.0%
STT vs TRMB
+102.3%
+91.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +4.8% | +2.8% | +1.9% | +3.4% |
| 30D | +3.9% | -5.9% | +9.8% | +5.3% |
| 3M | -8.2% | -3.3% | -4.9% | -8.6% |
| 6M | +15.6% | +1.3% | +14.3% | +11.3% |
| YTD | +37.6% | -29.0% | +66.6% | +57.1% |
| 1Y | +50.1% | -27.8% | +77.9% | +69.7% |
| 3Y | +183.1% | +36.3% | +146.8% | +125.0% |
| 5Y | +104.8% | -35.8% | +140.7% | +132.4% |
| All | +194.0% | +102.3% | +91.6% | +93.8% |
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 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