+23.8%
ED vs TRMB
-31.7%
+55.6%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.3% |
| 7D | +2.1% | +2.8% | -0.8% | +2.3% |
| 30D | +10.4% | -5.9% | +16.3% | +9.9% |
| 3M | +12.5% | -3.3% | +15.9% | +12.3% |
| 6M | +14.9% | +1.3% | +13.6% | +15.2% |
| YTD | +24.8% | -29.0% | +53.8% | +16.6% |
| 1Y | +23.8% | -27.8% | +51.6% | +16.5% |
| All | +23.8% | -31.7% | +55.6% | +16.5% |
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