+1,333.5%
ET vs TRMB
+470.1%
+863.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +3.0% | +4.1% | -1.0% | +1.7% |
| 30D | -3.5% | -7.0% | +3.5% | -1.8% |
| 3M | -5.6% | -0.9% | -4.7% | -6.3% |
| 6M | +0.5% | -1.2% | +1.7% | -0.7% |
| YTD | +26.3% | -28.7% | +55.1% | +37.9% |
| 1Y | +25.7% | -32.1% | +57.7% | +39.0% |
| 3Y | +85.1% | +33.4% | +51.7% | +59.8% |
| 5Y | +216.4% | -35.6% | +252.0% | +237.2% |
| 10Y | +160.9% | +103.8% | +57.2% | +82.0% |
| All | +1,333.5% | +470.1% | +863.4% | +584.0% |
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 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