+1,582.2%
EL vs TRMB
+1,451.4%
+130.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.2% |
| 7D | +0.8% | -2.5% | +3.3% | +1.3% |
| 30D | +19.8% | +1.5% | +18.3% | +19.6% |
| 3M | +25.7% | +6.8% | +18.9% | +24.2% |
| 6M | +5.4% | -14.9% | +20.4% | +8.4% |
| YTD | +0.2% | -24.1% | +24.3% | +4.9% |
| 1Y | +20.4% | -25.4% | +45.8% | +26.5% |
| 3Y | -32.1% | +8.0% | -40.1% | -32.9% |
| 5Y | -67.2% | -37.3% | -29.9% | -64.8% |
| 10Y | +31.7% | +116.8% | -85.1% | +17.6% |
| All | +1,582.2% | +1,451.4% | +130.8% | +1,013.3% |
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