+34.3%
ED vs TRMB
+13.5%
+20.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.4% |
| 7D | -0.2% | -2.5% | +2.3% | -0.3% |
| 30D | -0.1% | +1.5% | -1.7% | 0.0% |
| 3M | +3.9% | +6.8% | -2.8% | +4.3% |
| 6M | -3.0% | -14.9% | +11.9% | -3.8% |
| YTD | +10.7% | -24.1% | +34.8% | +9.3% |
| 1Y | +13.3% | -25.4% | +38.7% | +12.0% |
| All | +34.3% | +13.5% | +20.8% | +32.6% |
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