+2,997.6%
ED vs TRMB
+3,067.4%
-69.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.4% |
| 7D | +1.6% | -16.7% | +18.3% | +2.2% |
| 30D | +13.3% | -9.9% | +23.2% | +13.6% |
| 3M | +9.7% | -7.6% | +17.3% | +9.9% |
| 6M | +12.8% | -14.7% | +27.5% | +13.2% |
| YTD | +22.3% | -30.9% | +53.3% | +23.6% |
| 1Y | +26.3% | -31.3% | +57.6% | +27.6% |
| 3Y | +45.0% | +29.4% | +15.6% | +42.6% |
| 5Y | +80.2% | -37.4% | +117.5% | +81.1% |
| 10Y | +129.9% | +109.2% | +20.7% | +119.7% |
| All | +2,997.6% | +3,067.4% | -69.8% | +2,379.7% |
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 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