+22.3%
EL vs TRMB
-31.2%
+53.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -17.3% | +23.6% | +10.8% |
| 7D | +2.5% | -15.7% | +18.2% | +5.8% |
| 30D | +20.1% | -7.8% | +27.8% | +19.1% |
| 3M | +29.3% | -9.3% | +38.6% | +28.9% |
| 6M | +38.8% | -20.8% | +59.6% | +44.7% |
| YTD | +8.1% | -30.8% | +38.9% | +17.8% |
| 1Y | +22.3% | -31.0% | +53.3% | +33.5% |
| All | +22.3% | -31.2% | +53.6% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling