+207.0%
ESI vs TRMB
+87.6%
+119.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.8% | +2.4% |
| 7D | +1.8% | +4.1% | -2.3% | -0.1% |
| 30D | -6.6% | -5.1% | -1.5% | -5.1% |
| 3M | -9.4% | -2.6% | -6.8% | -9.6% |
| 6M | -24.1% | -2.7% | -21.4% | -25.3% |
| YTD | +37.1% | -27.9% | +65.0% | +57.4% |
| 1Y | +24.5% | -29.0% | +53.6% | +44.1% |
| 3Y | +83.2% | +35.0% | +48.2% | +50.7% |
| 5Y | +44.0% | -33.9% | +77.9% | +65.3% |
| 10Y | +332.8% | +106.1% | +226.7% | +179.2% |
| All | +207.0% | +87.6% | +119.3% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling