+110.7%
ED vs TRMB
+113.5%
-2.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -0.2% | -2.9% | +2.7% | -0.1% |
| 30D | +1.9% | -1.8% | +3.7% | +2.0% |
| 3M | +1.9% | +8.4% | -6.6% | +1.5% |
| 6M | -2.3% | -18.5% | +16.3% | -1.6% |
| YTD | +10.9% | -26.7% | +37.6% | +12.0% |
| 1Y | +14.5% | -28.3% | +42.8% | +15.7% |
| 3Y | +33.4% | +12.6% | +20.8% | +30.7% |
| 5Y | +67.3% | -38.7% | +106.0% | +67.6% |
| 10Y | +110.7% | +120.8% | -10.1% | +98.4% |
| All | +110.7% | +113.5% | -2.9% | +98.4% |
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