-28.4%
STZ vs TRMB
-38.4%
+9.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +11.8% | -17.9% | +29.7% | +14.9% |
| 30D | +26.0% | -12.0% | +38.0% | +27.8% |
| 3M | +11.5% | -8.4% | +20.0% | +12.2% |
| 6M | -2.0% | -21.5% | +19.6% | +1.2% |
| YTD | +7.9% | -31.5% | +39.4% | +13.9% |
| 1Y | +13.9% | -33.4% | +47.3% | +20.9% |
| 3Y | -35.8% | +26.5% | -62.3% | -41.7% |
| 5Y | -28.4% | -37.9% | +9.5% | -27.3% |
| All | -28.4% | -38.4% | +9.9% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling