+67.3%
ED vs TRMB
-37.5%
+104.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | +0.5% | -0.3% | +0.8% | +0.5% |
| 30D | +1.1% | -1.2% | +2.3% | +1.1% |
| 3M | +4.6% | +9.6% | -5.0% | +4.3% |
| 6M | -2.0% | -16.1% | +14.2% | -1.5% |
| YTD | +11.7% | -25.0% | +36.7% | +12.7% |
| 1Y | +15.7% | -27.7% | +43.4% | +16.9% |
| 3Y | +34.4% | +15.3% | +19.1% | +29.7% |
| 5Y | +67.3% | -37.4% | +104.7% | +60.7% |
| All | +67.3% | -37.5% | +104.8% | +60.7% |
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