-28.3%
TRMB vs STLA
-41.2%
+12.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.5% | -2.1% |
| 7D | -2.9% | +0.4% | -3.3% | -2.9% |
| 30D | -1.8% | -5.2% | +3.4% | -1.3% |
| 3M | +8.4% | -24.9% | +33.3% | +11.3% |
| 6M | -18.5% | -25.2% | +6.7% | -16.5% |
| YTD | -26.7% | -51.4% | +24.7% | -20.9% |
| 1Y | -28.3% | -40.7% | +12.4% | -27.6% |
| All | -28.3% | -41.2% | +12.9% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling