+299.9%
TRMB vs STLA
+168.9%
+130.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.5% | +6.7% | +4.1% |
| 7D | +4.1% | -11.6% | +15.7% | +7.3% |
| 30D | -5.1% | -6.2% | +1.1% | -4.1% |
| 3M | -2.6% | -24.6% | +22.0% | +3.7% |
| 6M | -2.7% | -44.9% | +42.2% | +11.7% |
| YTD | -27.9% | -62.3% | +34.3% | -10.5% |
| 1Y | -29.0% | -61.8% | +32.8% | -12.4% |
| 3Y | +35.0% | -75.3% | +110.3% | +80.7% |
| 5Y | -33.9% | -72.5% | +38.6% | -15.5% |
| 10Y | +106.1% | +0.8% | +105.4% | +100.0% |
| All | +299.9% | +168.9% | +130.9% | +261.3% |
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