+418.9%
EME vs TRMB
-36.0%
+454.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +8.4% | +2.8% | +5.5% | +7.2% |
| 30D | -11.5% | -5.9% | -5.6% | -9.6% |
| 3M | -20.6% | -3.3% | -17.3% | -19.9% |
| 6M | -28.5% | +1.3% | -29.8% | -29.9% |
| YTD | +8.0% | -29.0% | +37.0% | +22.0% |
| 1Y | +6.8% | -27.8% | +34.5% | +19.6% |
| 3Y | +213.9% | +36.3% | +177.6% | +177.2% |
| All | +418.9% | -36.0% | +454.9% | +490.2% |
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