+16.3%
STZ vs TRMB
+102.3%
-86.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +2.6% | +2.8% | -0.3% | +1.8% |
| 30D | +15.2% | -5.9% | +21.0% | +15.9% |
| 3M | +7.6% | -3.3% | +10.9% | +7.4% |
| 6M | +5.3% | +1.3% | +3.9% | +3.3% |
| YTD | +8.6% | -29.0% | +37.6% | +16.8% |
| 1Y | +15.6% | -27.8% | +43.3% | +23.6% |
| 3Y | -35.2% | +36.3% | -71.5% | -44.4% |
| 5Y | -29.1% | -35.8% | +6.7% | -24.9% |
| All | +16.3% | +102.3% | -86.0% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling