+204.5%
STT vs TRMB
+14.4%
+190.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +0.5% | -2.5% | +3.0% | +1.4% |
| 30D | +3.9% | +1.5% | +2.3% | +3.0% |
| 3M | +20.0% | +6.8% | +13.2% | +16.2% |
| 6M | +55.3% | -14.9% | +70.3% | +64.6% |
| YTD | +53.3% | -24.1% | +77.4% | +70.7% |
| 1Y | +74.7% | -25.4% | +100.1% | +95.4% |
| All | +204.5% | +14.4% | +190.1% | +186.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling