+2,703.2%
ED vs TRMB
+3,381.2%
-678.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.3% |
| 7D | -0.2% | -2.5% | +2.3% | -0.1% |
| 30D | -0.1% | +1.5% | -1.7% | -0.2% |
| 3M | +3.9% | +6.8% | -2.8% | +3.6% |
| 6M | -3.0% | -14.9% | +11.9% | -2.6% |
| YTD | +10.7% | -24.1% | +34.8% | +11.6% |
| 1Y | +13.3% | -25.4% | +38.7% | +14.3% |
| 3Y | +34.5% | +8.0% | +26.5% | +33.2% |
| 5Y | +67.1% | -37.3% | +104.5% | +68.1% |
| 10Y | +103.0% | +116.8% | -13.8% | +94.0% |
| All | +2,703.2% | +3,381.2% | -678.0% | +2,139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling