+215.5%
ET vs TRMB
-34.2%
+249.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.6% |
| 7D | +1.8% | +4.1% | -2.3% | +0.8% |
| 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% | +2.2% |
| YTD | +26.5% | -27.9% | +54.5% | +35.6% |
| 1Y | +25.0% | -29.0% | +54.0% | +34.1% |
| 3Y | +85.4% | +35.0% | +50.4% | +65.9% |
| 5Y | +215.5% | -33.9% | +249.4% | +221.0% |
| All | +215.5% | -34.2% | +249.7% | +221.0% |
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 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