+88.2%
EMR vs TRMB
-35.0%
+123.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +2.7% | +4.1% | -1.4% | +1.0% |
| 30D | +2.1% | -7.0% | +9.1% | +3.6% |
| 3M | +2.3% | -0.9% | +3.2% | +0.7% |
| 6M | +22.5% | -1.2% | +23.7% | +20.0% |
| YTD | +27.2% | -28.7% | +55.9% | +43.2% |
| 1Y | +28.0% | -32.1% | +60.1% | +47.2% |
| 3Y | +103.4% | +33.4% | +70.0% | +77.6% |
| 5Y | +88.2% | -35.6% | +123.8% | +102.5% |
| All | +88.2% | -35.0% | +123.2% | +102.5% |
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