+84.7%
ET vs TRMB
+36.0%
+48.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.6% |
| 7D | +1.8% | +4.1% | -2.3% | +0.9% |
| 30D | -3.0% | -5.1% | +2.1% | -2.3% |
| 3M | -4.7% | -2.6% | -2.1% | -4.8% |
| 6M | +2.7% | -2.7% | +5.4% | +2.3% |
| YTD | +26.5% | -27.9% | +54.5% | +36.8% |
| 1Y | +25.0% | -29.0% | +54.0% | +35.3% |
| All | +84.7% | +36.0% | +48.7% | +64.0% |
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 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