+41.5%
ESI vs TRMB
-24.7%
+66.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +4.0% | +3.3% |
| 7D | +3.3% | -2.5% | +5.8% | +4.1% |
| 30D | -5.9% | +1.5% | -7.4% | -6.4% |
| 3M | -14.1% | +6.8% | -20.9% | -15.8% |
| 6M | +6.6% | -14.9% | +21.5% | +19.4% |
| YTD | +45.0% | -24.1% | +69.1% | +73.3% |
| 1Y | +41.5% | -25.4% | +66.8% | +69.3% |
| All | +41.5% | -24.7% | +66.1% | +69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling