+18.0%
EME vs TRMB
-24.7%
+42.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.8% | +1.9% |
| 7D | +1.9% | -2.5% | +4.4% | +2.2% |
| 30D | -8.3% | +1.5% | -9.8% | -8.4% |
| 3M | -10.7% | +6.8% | -17.5% | -11.4% |
| 6M | +1.9% | -14.9% | +16.8% | +8.2% |
| YTD | +23.5% | -24.1% | +47.6% | +38.2% |
| 1Y | +18.0% | -25.4% | +43.4% | +32.9% |
| All | +18.0% | -24.7% | +42.6% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling