+1,719.4%
EL vs TRMB
+1,373.4%
+346.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.1% | -1.5% |
| 7D | +0.3% | +4.1% | -3.9% | -0.5% |
| 30D | +12.3% | -5.1% | +17.3% | +12.7% |
| 3M | +28.4% | -2.6% | +31.0% | +28.4% |
| 6M | +36.7% | -2.7% | +39.4% | +36.5% |
| YTD | +8.4% | -27.9% | +36.3% | +13.9% |
| 1Y | +25.4% | -29.0% | +54.4% | +32.2% |
| 3Y | +3.4% | +35.0% | -31.5% | -2.1% |
| 5Y | -64.8% | -33.9% | -30.9% | -62.6% |
| 10Y | +63.0% | +106.1% | -43.2% | +46.0% |
| All | +1,719.4% | +1,373.4% | +346.0% | +1,108.4% |
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 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