+62,321.5%
EME vs TRMB
+1,915.3%
+60,406.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.8% |
| 7D | +5.2% | -0.3% | +5.4% | +5.2% |
| 30D | -5.4% | -1.2% | -4.1% | -5.2% |
| 3M | -6.1% | +9.6% | -15.7% | -8.7% |
| 6M | +9.7% | -16.1% | +25.8% | +13.4% |
| YTD | +26.6% | -25.0% | +51.6% | +34.0% |
| 1Y | +24.6% | -27.7% | +52.3% | +33.1% |
| 3Y | +249.6% | +15.3% | +234.3% | +233.1% |
| 5Y | +556.6% | -37.4% | +594.0% | +608.9% |
| 10Y | +1,286.6% | +117.5% | +1,169.2% | +1,037.4% |
| All | +62,321.5% | +1,915.3% | +60,406.2% | +38,160.8% |
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