+263.6%
EMR vs TRMB
+118.7%
+144.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.8% |
| 7D | -1.2% | -5.4% | +4.2% | +1.4% |
| 30D | -9.4% | -2.0% | -7.5% | -8.8% |
| 3M | +8.6% | +12.3% | -3.8% | +1.9% |
| 6M | +6.7% | -17.6% | +24.3% | +15.6% |
| YTD | +13.1% | -27.5% | +40.5% | +29.8% |
| 1Y | +12.7% | -29.1% | +41.8% | +30.5% |
| 3Y | +58.1% | +11.5% | +46.6% | +44.7% |
| 5Y | +63.6% | -39.5% | +103.1% | +94.5% |
| All | +263.6% | +118.7% | +144.9% | +121.2% |
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 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