+120.8%
TRMB vs STLA
+46.8%
+74.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.5% | -1.7% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -1.8% | -5.2% | +3.4% | -0.1% |
| 3M | +8.4% | -24.9% | +33.3% | +18.9% |
| 6M | -18.5% | -25.2% | +6.7% | -11.4% |
| YTD | -26.7% | -51.4% | +24.7% | -9.0% |
| 1Y | -28.3% | -40.7% | +12.4% | -18.6% |
| 3Y | +12.6% | -66.3% | +78.9% | +51.0% |
| 5Y | -38.7% | -63.2% | +24.5% | -23.2% |
| 10Y | +120.8% | +48.7% | +72.0% | +91.8% |
| All | +120.8% | +46.8% | +74.0% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling