+19.3%
ECL vs TRMB
-31.7%
+51.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +2.9% | +2.8% | 0.0% | +2.5% |
| 30D | +7.5% | -5.9% | +13.3% | +6.9% |
| 3M | +12.2% | -3.3% | +15.5% | +10.9% |
| 6M | +24.6% | +1.3% | +23.2% | +21.3% |
| YTD | +18.8% | -29.0% | +47.7% | +22.9% |
| 1Y | +19.3% | -27.8% | +47.1% | +22.8% |
| All | +19.3% | -31.7% | +51.1% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling