+202.3%
ECL vs TRMB
+102.3%
+99.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +2.9% | +2.8% | 0.0% | +1.9% |
| 30D | +7.5% | -5.9% | +13.3% | +8.5% |
| 3M | +12.2% | -3.3% | +15.5% | +12.0% |
| 6M | +24.6% | +1.3% | +23.2% | +21.7% |
| YTD | +18.8% | -29.0% | +47.7% | +31.0% |
| 1Y | +19.3% | -27.8% | +47.1% | +30.6% |
| 3Y | +78.2% | +36.3% | +41.9% | +47.3% |
| 5Y | +38.8% | -35.8% | +74.6% | +50.2% |
| All | +202.3% | +102.3% | +99.9% | +120.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling