+7,060.0%
STT vs TRMB
+3,381.2%
+3,678.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +0.5% | -2.5% | +3.0% | +1.0% |
| 30D | +3.9% | +1.5% | +2.3% | +3.4% |
| 3M | +20.0% | +6.8% | +13.2% | +17.8% |
| 6M | +55.3% | -14.9% | +70.3% | +59.7% |
| YTD | +53.3% | -24.1% | +77.4% | +61.4% |
| 1Y | +74.7% | -25.4% | +100.1% | +84.5% |
| 3Y | +205.8% | +8.0% | +197.8% | +196.7% |
| 5Y | +145.0% | -37.3% | +182.3% | +164.1% |
| 10Y | +266.0% | +116.8% | +149.2% | +209.6% |
| All | +7,060.0% | +3,381.2% | +3,678.8% | +4,036.0% |
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 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