+45.0%
ED vs TRMB
+27.3%
+17.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.3% |
| 7D | +1.6% | -16.7% | +18.3% | +0.7% |
| 30D | +13.3% | -9.9% | +23.2% | +12.7% |
| 3M | +9.7% | -7.6% | +17.3% | +9.3% |
| 6M | +12.8% | -14.7% | +27.5% | +11.8% |
| YTD | +22.3% | -30.9% | +53.3% | +20.0% |
| 1Y | +26.3% | -31.3% | +57.6% | +23.9% |
| 3Y | +45.0% | +29.4% | +15.6% | +33.3% |
| All | +45.0% | +27.3% | +17.7% | +33.3% |
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