+77.8%
ECL vs TRMB
+27.3%
+50.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | -0.8% | -16.7% | +15.9% | +2.1% |
| 30D | +8.1% | -9.9% | +18.0% | +9.3% |
| 3M | +6.4% | -7.6% | +13.9% | +6.8% |
| 6M | +14.8% | -14.7% | +29.4% | +16.9% |
| YTD | +15.5% | -30.9% | +46.4% | +22.6% |
| 1Y | +20.1% | -31.3% | +51.5% | +27.5% |
| 3Y | +77.8% | +29.4% | +48.3% | +65.0% |
| All | +77.8% | +27.3% | +50.4% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling