+28.3%
EL vs TRMB
+113.5%
-85.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.5% | -1.7% |
| 7D | -2.4% | -2.9% | +0.5% | -1.0% |
| 30D | +13.7% | -1.8% | +15.4% | +14.8% |
| 3M | +14.5% | +8.4% | +6.1% | +10.0% |
| 6M | +7.4% | -18.5% | +25.9% | +17.6% |
| YTD | -4.7% | -26.7% | +22.0% | +9.3% |
| 1Y | +12.9% | -28.3% | +41.2% | +30.7% |
| 3Y | -32.2% | +12.6% | -44.8% | -37.0% |
| 5Y | -68.4% | -38.7% | -29.7% | -63.0% |
| 10Y | +28.3% | +120.8% | -92.5% | -9.2% |
| All | +28.3% | +113.5% | -85.3% | -9.2% |
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