+103.2%
EMR vs TRMB
+34.4%
+68.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +2.7% | +4.1% | -1.4% | +0.9% |
| 30D | +2.1% | -7.0% | +9.1% | +3.4% |
| 3M | +2.3% | -0.9% | +3.2% | -0.1% |
| 6M | +22.5% | -1.2% | +23.7% | +19.1% |
| YTD | +27.2% | -28.7% | +55.9% | +47.3% |
| 1Y | +28.0% | -32.1% | +60.1% | +52.4% |
| All | +103.2% | +34.4% | +68.8% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling