+142.8%
EFA vs TRMB
+121.9%
+20.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +0.6% |
| 7D | -1.5% | -3.0% | +1.5% | -0.6% |
| 30D | -1.7% | +2.3% | -4.0% | -2.5% |
| 3M | +3.5% | +15.3% | -11.8% | -1.4% |
| 6M | +9.5% | -14.7% | +24.2% | +14.0% |
| YTD | +12.9% | -26.4% | +39.3% | +22.5% |
| 1Y | +18.2% | -30.4% | +48.6% | +30.2% |
| 3Y | +64.8% | +13.5% | +51.3% | +51.1% |
| 5Y | +53.9% | -38.6% | +92.5% | +68.2% |
| All | +142.8% | +121.9% | +20.9% | +70.9% |
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