+393.0%
EFA vs TRMB
+1,826.2%
-1,433.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | -0.7% | -1.2% | +0.5% | -0.5% |
| 3M | +6.4% | +9.6% | -3.2% | +3.3% |
| 6M | +11.4% | -16.1% | +27.5% | +15.9% |
| YTD | +14.0% | -25.0% | +39.0% | +21.8% |
| 1Y | +20.2% | -27.7% | +47.9% | +29.4% |
| 3Y | +68.2% | +15.3% | +52.9% | +56.2% |
| 5Y | +54.8% | -37.4% | +92.2% | +66.1% |
| 10Y | +142.4% | +117.5% | +24.9% | +79.4% |
| All | +393.0% | +1,826.2% | -1,433.1% | +116.0% |
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