+175.4%
ET vs TRMB
+120.9%
+54.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.7% |
| 7D | +0.6% | -2.9% | +3.5% | +1.7% |
| 30D | +5.3% | -1.8% | +7.1% | +5.8% |
| 3M | +15.6% | +8.4% | +7.2% | +11.2% |
| 6M | +20.6% | -18.5% | +39.1% | +28.9% |
| YTD | +38.5% | -26.7% | +65.3% | +53.6% |
| 1Y | +35.7% | -28.3% | +64.0% | +50.9% |
| 3Y | +98.4% | +12.6% | +85.8% | +76.7% |
| 5Y | +245.3% | -38.7% | +284.0% | +290.9% |
| All | +175.4% | +120.9% | +54.6% | +34.0% |
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