+9,423.5%
STX vs TRMB
+2,327.9%
+7,095.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -17.3% | -16.6% | -0.7% | -11.3% |
| 30D | -35.9% | -8.9% | -27.0% | -33.7% |
| 3M | -37.3% | -6.3% | -31.0% | -36.4% |
| 6M | -35.8% | -10.0% | -25.9% | -35.0% |
| YTD | +82.7% | -30.1% | +112.9% | +104.1% |
| 1Y | +71.6% | -31.3% | +102.9% | +93.3% |
| 3Y | +635.3% | +30.8% | +604.4% | +530.8% |
| 5Y | +483.8% | -35.9% | +519.7% | +554.4% |
| 10Y | +1,967.8% | +101.7% | +1,866.0% | +1,289.9% |
| All | +9,423.5% | +2,327.9% | +7,095.6% | +3,211.2% |
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 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