+224.6%
ESI vs TRMB
+97.6%
+127.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +4.0% | +3.5% |
| 7D | +3.3% | -2.5% | +5.8% | +4.7% |
| 30D | -5.9% | +1.5% | -7.4% | -7.0% |
| 3M | -14.1% | +6.8% | -20.9% | -18.2% |
| 6M | +6.6% | -14.9% | +21.5% | +13.9% |
| YTD | +45.0% | -24.1% | +69.1% | +64.0% |
| 1Y | +41.5% | -25.4% | +66.8% | +61.5% |
| 3Y | +78.8% | +8.0% | +70.8% | +65.3% |
| 5Y | +70.9% | -37.3% | +108.2% | +103.1% |
| 10Y | +317.1% | +116.8% | +200.3% | +165.1% |
| All | +224.6% | +97.6% | +127.1% | +106.7% |
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