+6.9%
EMB vs TRMB
-39.0%
+45.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.1% |
| 7D | 0.0% | -2.9% | +2.9% | +0.4% |
| 30D | -0.3% | -1.8% | +1.5% | -0.1% |
| 3M | -0.3% | +8.4% | -8.7% | -1.5% |
| 6M | +0.7% | -18.5% | +19.3% | +3.2% |
| YTD | +1.3% | -26.7% | +28.0% | +5.1% |
| 1Y | +4.7% | -28.3% | +33.0% | +8.8% |
| 3Y | +30.1% | +12.6% | +17.5% | +24.4% |
| 5Y | +6.9% | -38.7% | +45.6% | +9.1% |
| All | +6.9% | -39.0% | +45.9% | +9.1% |
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