+46.6%
EEM vs TRMB
-39.0%
+85.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | +2.0% | -2.9% | +4.9% | +2.7% |
| 30D | +5.1% | -1.8% | +6.9% | +5.4% |
| 3M | +4.6% | +8.4% | -3.8% | +1.7% |
| 6M | +17.8% | -18.5% | +36.3% | +23.8% |
| YTD | +25.8% | -26.7% | +52.6% | +35.9% |
| 1Y | +36.4% | -28.3% | +64.7% | +47.9% |
| 3Y | +90.0% | +12.6% | +77.4% | +76.0% |
| 5Y | +46.6% | -38.7% | +85.3% | +59.7% |
| All | +46.6% | -39.0% | +85.6% | +59.7% |
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