+24.9%
ESI vs TRMB
-31.2%
+56.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -17.3% | +12.7% | -0.5% |
| 7D | -6.6% | -15.7% | +9.1% | -2.9% |
| 30D | -10.9% | -7.8% | -3.2% | -9.6% |
| 3M | -13.8% | -9.3% | -4.5% | -12.1% |
| 6M | -21.5% | -20.8% | -0.7% | -11.4% |
| YTD | +34.7% | -30.8% | +65.4% | +61.1% |
| 1Y | +24.9% | -31.0% | +55.9% | +49.8% |
| All | +24.9% | -31.2% | +56.1% | +49.8% |
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 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