+8,652.1%
STX vs TRMB
+2,299.6%
+6,352.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -28.5% | -16.7% | -11.8% | -23.3% |
| 30D | -42.9% | -9.9% | -33.0% | -40.7% |
| 3M | -45.9% | -7.6% | -38.3% | -44.8% |
| 6M | -41.3% | -14.7% | -26.6% | -39.2% |
| YTD | +67.9% | -30.9% | +98.9% | +88.4% |
| 1Y | +66.5% | -31.3% | +97.9% | +87.6% |
| 3Y | +588.0% | +29.4% | +558.6% | +492.4% |
| 5Y | +449.1% | -37.4% | +486.4% | +520.5% |
| 10Y | +1,982.8% | +109.2% | +1,873.7% | +1,280.1% |
| All | +8,652.1% | +2,299.6% | +6,352.6% | +2,956.3% |
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