-46.8%
STZ vs TRMB
+8.5%
-55.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.9% | -2.5% | +0.6% | -1.6% |
| 30D | -1.9% | +1.5% | -3.4% | -2.1% |
| 3M | -6.2% | +6.8% | -13.0% | -7.2% |
| 6M | -14.0% | -14.9% | +0.9% | -12.5% |
| YTD | -5.1% | -24.1% | +19.0% | -1.8% |
| 1Y | -9.6% | -25.4% | +15.8% | -6.2% |
| All | -46.8% | +8.5% | -55.4% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling