+6,259.0%
STT vs TRMB
+3,104.9%
+3,154.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.1% | -16.6% | +17.7% | +4.6% |
| 30D | -1.9% | -8.9% | +7.0% | -0.5% |
| 3M | -7.6% | -6.3% | -1.3% | -7.0% |
| 6M | +16.0% | -10.0% | +25.9% | +17.3% |
| YTD | +36.2% | -30.1% | +66.3% | +45.0% |
| 1Y | +46.8% | -31.3% | +78.1% | +56.8% |
| 3Y | +177.8% | +30.8% | +147.0% | +158.3% |
| 5Y | +105.8% | -35.9% | +141.8% | +120.0% |
| 10Y | +197.6% | +101.7% | +95.8% | +154.3% |
| All | +6,259.0% | +3,104.9% | +3,154.2% | +3,615.5% |
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