+295.3%
ESI vs TRMB
+118.7%
+176.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.0% |
| 7D | -2.3% | -5.4% | +3.1% | +0.8% |
| 30D | -9.0% | -2.0% | -7.1% | -8.4% |
| 3M | -13.3% | +12.3% | -25.6% | -20.3% |
| 6M | +5.3% | -17.6% | +22.9% | +15.3% |
| YTD | +37.6% | -27.5% | +65.1% | +61.6% |
| 1Y | +33.6% | -29.1% | +62.7% | +58.9% |
| 3Y | +75.8% | +11.5% | +64.3% | +57.3% |
| 5Y | +68.6% | -39.5% | +108.0% | +108.3% |
| All | +295.3% | +118.7% | +176.6% | +114.1% |
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