-37.0%
STZ vs TRMB
+27.3%
-64.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | +4.9% | -16.7% | +21.6% | +6.6% |
| 30D | +20.9% | -9.9% | +30.8% | +21.4% |
| 3M | +8.0% | -7.6% | +15.6% | +8.0% |
| 6M | -5.3% | -14.7% | +9.4% | -4.5% |
| YTD | +5.9% | -30.9% | +36.9% | +10.0% |
| 1Y | +14.2% | -31.3% | +45.6% | +18.7% |
| 3Y | -37.0% | +29.4% | -66.4% | -42.4% |
| All | -37.0% | +27.3% | -64.3% | -42.4% |
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