+38.9%
EFX vs TRMB
+118.7%
-79.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.4% |
| 7D | -11.1% | -5.4% | -5.7% | -9.0% |
| 30D | -7.4% | -2.0% | -5.4% | -6.5% |
| 3M | +1.5% | +12.3% | -10.8% | -3.1% |
| 6M | -13.7% | -17.6% | +3.9% | -6.5% |
| YTD | -21.9% | -27.5% | +5.6% | -10.9% |
| 1Y | -30.8% | -29.1% | -1.7% | -20.7% |
| 3Y | -12.4% | +11.5% | -23.9% | -18.1% |
| 5Y | -35.9% | -39.5% | +3.5% | -26.7% |
| All | +38.9% | +118.7% | -79.8% | +4.6% |
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 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