+1,458.7%
ET vs TRMB
+507.3%
+951.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +0.9% | -2.5% | +3.4% | +1.7% |
| 30D | +7.5% | +1.5% | +6.0% | +6.7% |
| 3M | +11.4% | +6.8% | +4.6% | +8.3% |
| 6M | +18.5% | -14.9% | +33.5% | +23.6% |
| YTD | +37.4% | -24.1% | +61.5% | +48.1% |
| 1Y | +30.9% | -25.4% | +56.3% | +41.3% |
| 3Y | +98.7% | +8.0% | +90.7% | +84.8% |
| 5Y | +230.7% | -37.3% | +268.0% | +258.8% |
| 10Y | +175.6% | +116.8% | +58.8% | +90.1% |
| All | +1,458.7% | +507.3% | +951.4% | +634.7% |
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