+90.5%
ESI vs TRMB
+14.6%
+75.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.1% |
| 7D | +5.4% | -0.3% | +5.7% | +5.5% |
| 30D | -4.2% | -1.2% | -3.0% | -3.9% |
| 3M | -9.6% | +9.6% | -19.2% | -15.0% |
| 6M | +18.3% | -16.1% | +34.4% | +29.3% |
| YTD | +45.8% | -25.0% | +70.8% | +69.3% |
| 1Y | +39.2% | -27.7% | +66.8% | +64.9% |
| All | +90.5% | +14.6% | +75.9% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling