+11,247.2%
STZ vs TRMB
+3,000.0%
+8,247.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -17.3% | +22.6% | +7.4% |
| 7D | +13.0% | -15.7% | +28.7% | +14.9% |
| 30D | +29.4% | -7.8% | +37.2% | +30.2% |
| 3M | +11.6% | -9.3% | +20.9% | +12.5% |
| 6M | -0.2% | -20.8% | +20.6% | +2.0% |
| YTD | +8.6% | -30.8% | +39.3% | +12.4% |
| 1Y | +15.9% | -31.0% | +46.9% | +20.1% |
| 3Y | -35.4% | +27.9% | -63.4% | -38.3% |
| 5Y | -26.9% | -37.4% | +10.5% | -24.9% |
| 10Y | +7.8% | +109.7% | -101.9% | -4.0% |
| All | +11,247.2% | +3,000.0% | +8,247.2% | +7,515.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling