+854.3%
EEM vs TRMB
+1,637.2%
-782.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.2% |
| 7D | +2.3% | -2.5% | +4.8% | +3.2% |
| 30D | +4.5% | +1.5% | +3.0% | +3.8% |
| 3M | -0.1% | +6.8% | -6.8% | -3.1% |
| 6M | +16.9% | -14.9% | +31.9% | +22.4% |
| YTD | +26.2% | -24.1% | +50.3% | +36.9% |
| 1Y | +40.5% | -25.4% | +65.9% | +52.8% |
| 3Y | +86.2% | +8.0% | +78.2% | +72.1% |
| 5Y | +45.5% | -37.3% | +82.8% | +58.6% |
| 10Y | +128.6% | +116.8% | +11.8% | +48.6% |
| All | +854.3% | +1,637.2% | -782.9% | +222.6% |
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