+11.8%
STZ vs TRMB
+109.2%
-97.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.1% | -1.8% |
| 7D | -0.9% | +4.1% | -5.1% | -2.0% |
| 30D | +14.9% | -5.1% | +20.0% | +15.4% |
| 3M | +8.4% | -2.6% | +11.0% | +8.0% |
| 6M | +2.8% | -2.7% | +5.5% | +2.1% |
| YTD | +7.5% | -27.9% | +35.4% | +15.1% |
| 1Y | +12.5% | -29.0% | +41.6% | +20.9% |
| 3Y | -35.4% | +35.0% | -70.4% | -44.4% |
| 5Y | -29.3% | -33.9% | +4.6% | -25.8% |
| 10Y | +11.8% | +106.1% | -94.3% | -20.4% |
| All | +11.8% | +109.2% | -97.4% | -20.4% |
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