+4,972.4%
EFX vs TRMB
+3,340.8%
+1,631.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.9% |
| 7D | -7.8% | -0.3% | -7.6% | -7.8% |
| 30D | -5.7% | -1.2% | -4.5% | -5.5% |
| 3M | +2.5% | +9.6% | -7.1% | +1.1% |
| 6M | -16.7% | -16.1% | -0.5% | -14.2% |
| YTD | -20.2% | -25.0% | +4.8% | -16.3% |
| 1Y | -31.4% | -27.7% | -3.7% | -27.7% |
| 3Y | -10.5% | +15.3% | -25.8% | -12.7% |
| 5Y | -35.2% | -37.4% | +2.2% | -31.0% |
| 10Y | +40.2% | +117.5% | -77.3% | +23.8% |
| All | +4,972.4% | +3,340.8% | +1,631.6% | +2,934.6% |
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