+12.5%
STZ vs TRMB
-29.0%
+41.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.1% | -0.9% |
| 7D | -0.9% | +4.1% | -5.1% | -0.9% |
| 30D | +14.9% | -5.1% | +20.0% | +14.0% |
| 3M | +8.4% | -2.6% | +11.0% | +7.3% |
| 6M | +2.8% | -2.7% | +5.5% | +1.1% |
| YTD | +7.5% | -27.9% | +35.4% | +6.2% |
| 1Y | +12.5% | -29.0% | +41.6% | +12.1% |
| All | +12.5% | -29.0% | +41.5% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling