+1,344.7%
EME vs TRMB
+121.9%
+1,222.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.6% |
| 7D | +3.5% | -3.0% | +6.6% | +5.0% |
| 30D | -6.3% | +2.3% | -8.7% | -7.6% |
| 3M | -3.8% | +15.3% | -19.1% | -11.5% |
| 6M | +8.5% | -14.7% | +23.2% | +15.1% |
| YTD | +27.8% | -26.4% | +54.2% | +44.7% |
| 1Y | +22.2% | -30.4% | +52.6% | +42.2% |
| 3Y | +253.5% | +13.5% | +239.9% | +216.6% |
| 5Y | +578.6% | -38.6% | +617.2% | +702.2% |
| All | +1,344.7% | +121.9% | +1,222.8% | +700.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling