+76.2%
ESI vs TRMB
-37.5%
+113.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.2% |
| 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% | -15.5% |
| 6M | +18.3% | -16.1% | +34.4% | +28.8% |
| YTD | +45.8% | -25.0% | +70.8% | +68.7% |
| 1Y | +39.2% | -27.7% | +66.8% | +64.5% |
| 3Y | +86.3% | +15.3% | +71.0% | +64.9% |
| 5Y | +76.2% | -37.4% | +113.6% | +105.9% |
| All | +76.2% | -37.5% | +113.7% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling