+15.3%
TRMB vs STLA
-65.4%
+80.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.4% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | -1.2% | -2.4% | +1.1% | -0.8% |
| 3M | +9.6% | -23.9% | +33.5% | +16.4% |
| 6M | -16.1% | -24.6% | +8.5% | -11.3% |
| YTD | -25.0% | -50.5% | +25.5% | -12.5% |
| 1Y | -27.7% | -39.8% | +12.2% | -21.6% |
| 3Y | +15.3% | -65.6% | +80.9% | +34.0% |
| All | +15.3% | -65.4% | +80.7% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling