+376.6%
EFA vs TRMB
+1,723.3%
-1,346.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.2% | +2.8% | -0.6% | +1.5% |
| 30D | +1.4% | -5.9% | +7.2% | +2.2% |
| 3M | -4.2% | -3.3% | -0.9% | -4.2% |
| 6M | +1.9% | +1.3% | +0.6% | +0.2% |
| YTD | +10.2% | -29.0% | +39.2% | +18.5% |
| 1Y | +12.8% | -27.8% | +40.5% | +20.6% |
| 3Y | +65.2% | +36.3% | +28.9% | +46.1% |
| 5Y | +49.8% | -35.8% | +85.7% | +58.6% |
| 10Y | +145.2% | +103.1% | +42.1% | +83.4% |
| All | +376.6% | +1,723.3% | -1,346.6% | +110.1% |
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