-67.4%
EL vs TRMB
-37.5%
-29.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.4% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +15.5% | -1.2% | +16.7% | +16.4% |
| 3M | +20.6% | +9.6% | +10.9% | +13.7% |
| 6M | +10.5% | -16.1% | +26.6% | +21.8% |
| YTD | -1.9% | -25.0% | +23.1% | +15.1% |
| 1Y | +16.1% | -27.7% | +43.8% | +39.0% |
| 3Y | -30.2% | +15.3% | -45.5% | -39.4% |
| 5Y | -67.4% | -37.4% | -30.0% | -58.4% |
| All | -67.4% | -37.5% | -29.9% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling