+78.4%
ETN vs TRMB
+10.8%
+67.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | +3.0% | -5.4% | +8.5% | +5.2% |
| 30D | -10.9% | -2.0% | -9.0% | -10.5% |
| 3M | +9.2% | +12.3% | -3.1% | +2.8% |
| 6M | +13.9% | -17.6% | +31.5% | +22.5% |
| YTD | +29.5% | -27.5% | +57.0% | +47.4% |
| 1Y | +14.2% | -29.1% | +43.3% | +31.2% |
| All | +78.4% | +10.8% | +67.6% | +73.6% |
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