+8,397.9%
EAT vs TRMB
+3,168.1%
+5,229.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -7.1% | +4.1% | -11.2% | -7.8% |
| 30D | -2.3% | -7.0% | +4.6% | -1.5% |
| 3M | -19.6% | -0.9% | -18.7% | -20.2% |
| 6M | +46.0% | -1.2% | +47.2% | +44.8% |
| YTD | +37.7% | -28.7% | +66.4% | +45.5% |
| 1Y | +73.8% | -32.1% | +105.9% | +85.2% |
| 3Y | +482.1% | +33.4% | +448.7% | +441.0% |
| 5Y | +362.5% | -35.6% | +398.1% | +394.2% |
| 10Y | +319.3% | +103.8% | +215.5% | +277.2% |
| All | +8,397.9% | +3,168.1% | +5,229.8% | +5,234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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