+5,460.0%
EFX vs TRMB
+3,157.0%
+2,303.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | -0.8% | +2.8% | -3.6% | -1.2% |
| 30D | +25.1% | -5.9% | +31.0% | +26.0% |
| 3M | +1.7% | -3.3% | +5.0% | +1.9% |
| 6M | +18.4% | +1.3% | +17.0% | +17.9% |
| YTD | -12.5% | -29.0% | +16.5% | -7.7% |
| 1Y | -8.1% | -27.8% | +19.7% | -3.3% |
| 3Y | +4.8% | +36.3% | -31.5% | -0.5% |
| 5Y | -30.1% | -35.8% | +5.7% | -25.9% |
| 10Y | +81.5% | +103.1% | -21.6% | +61.5% |
| All | +5,460.0% | +3,157.0% | +2,303.0% | +3,245.9% |
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 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