+321.0%
TRMB vs STLA
+263.8%
+57.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | -2.5% | +2.6% | -5.1% | -3.2% |
| 30D | +1.5% | -1.2% | +2.8% | +1.7% |
| 3M | +6.8% | -24.8% | +31.5% | +14.3% |
| 6M | -14.9% | -25.6% | +10.6% | -9.3% |
| YTD | -24.1% | -48.9% | +24.8% | -12.0% |
| 1Y | -25.4% | -38.8% | +13.4% | -18.3% |
| 3Y | +8.0% | -64.5% | +72.5% | +32.7% |
| 5Y | -37.3% | -62.4% | +25.1% | -25.5% |
| 10Y | +116.8% | +55.4% | +61.4% | +92.3% |
| All | +321.0% | +263.8% | +57.2% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling