+318.5%
ESI vs TRMB
+102.3%
+216.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +5.5% | +2.8% | +2.7% | +4.0% |
| 30D | -7.8% | -5.9% | -1.9% | -5.8% |
| 3M | -15.0% | -3.3% | -11.7% | -14.9% |
| 6M | -24.9% | +1.3% | -26.2% | -27.9% |
| YTD | +33.2% | -29.0% | +62.2% | +56.1% |
| 1Y | +24.9% | -27.8% | +52.7% | +45.1% |
| 3Y | +77.8% | +36.3% | +41.4% | +41.4% |
| 5Y | +37.1% | -35.8% | +73.0% | +62.1% |
| All | +318.5% | +102.3% | +216.2% | +161.5% |
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 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