+3,016.5%
ED vs TRMB
+3,104.9%
-88.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +2.1% | -16.6% | +18.7% | +2.7% |
| 30D | +12.4% | -8.9% | +21.3% | +12.7% |
| 3M | +13.1% | -6.3% | +19.4% | +13.3% |
| 6M | +14.1% | -10.0% | +24.0% | +14.3% |
| YTD | +23.1% | -30.1% | +53.2% | +24.3% |
| 1Y | +25.4% | -31.3% | +56.7% | +26.7% |
| 3Y | +47.9% | +30.8% | +17.0% | +45.3% |
| 5Y | +81.9% | -35.9% | +117.8% | +82.7% |
| 10Y | +141.3% | +101.7% | +39.5% | +130.9% |
| All | +3,016.5% | +3,104.9% | -88.4% | +2,393.8% |
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