+29.2%
EMB vs TRMB
+10.8%
+18.4%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -1.1% | -5.4% | +4.3% | -0.6% |
| 30D | -1.1% | -2.0% | +0.9% | -0.9% |
| 3M | -0.8% | +12.3% | -13.1% | -1.8% |
| 6M | -0.1% | -17.6% | +17.6% | +1.4% |
| YTD | +0.4% | -27.5% | +27.9% | +3.0% |
| 1Y | +3.3% | -29.1% | +32.4% | +6.0% |
| All | +29.2% | +10.8% | +18.4% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling