+125.6%
EMB vs TRMB
+251.0%
-125.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -0.9% | +2.8% | -3.7% | -1.1% |
| 30D | +0.4% | -5.9% | +6.2% | +0.6% |
| 3M | -3.1% | -3.3% | +0.2% | -3.1% |
| 6M | -2.1% | +1.3% | -3.4% | -2.5% |
| YTD | -1.1% | -29.0% | +27.9% | +1.0% |
| 1Y | -0.1% | -27.8% | +27.7% | +1.9% |
| 3Y | +29.6% | +36.3% | -6.7% | +25.2% |
| 5Y | +7.2% | -35.8% | +43.0% | +8.4% |
| 10Y | +35.5% | +103.1% | -67.6% | +26.6% |
| All | +125.6% | +251.0% | -125.4% | +101.0% |
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