+28.6%
ECL vs TRMB
-36.8%
+65.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.5% |
| 7D | -2.6% | -2.5% | -0.1% | -1.8% |
| 30D | -2.2% | +1.5% | -3.7% | -2.8% |
| 3M | +10.1% | +6.8% | +3.3% | +7.3% |
| 6M | -5.7% | -14.9% | +9.2% | -1.1% |
| YTD | +7.0% | -24.1% | +31.1% | +16.5% |
| 1Y | +2.7% | -25.4% | +28.1% | +12.1% |
| 3Y | +57.7% | +8.0% | +49.7% | +43.5% |
| All | +28.6% | -36.8% | +65.4% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling