+128.5%
EEM vs TRMB
+121.9%
+6.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +0.8% |
| 7D | -1.3% | -3.0% | +1.8% | -0.3% |
| 30D | +2.1% | +2.3% | -0.2% | +1.2% |
| 3M | +1.0% | +15.3% | -14.3% | -4.1% |
| 6M | +15.9% | -14.7% | +30.6% | +20.8% |
| YTD | +24.6% | -26.4% | +51.1% | +35.6% |
| 1Y | +32.3% | -30.4% | +62.7% | +46.2% |
| 3Y | +85.9% | +13.5% | +72.4% | +69.9% |
| 5Y | +45.4% | -38.6% | +83.9% | +59.8% |
| All | +128.5% | +121.9% | +6.7% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling