+190.4%
ETN vs TRMB
-39.0%
+229.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.5% | +3.4% |
| 7D | +3.5% | -3.0% | +6.6% | +4.8% |
| 30D | -7.5% | +2.3% | -9.8% | -8.6% |
| 3M | +8.3% | +15.3% | -7.0% | +0.9% |
| 6M | +20.2% | -14.7% | +34.9% | +26.6% |
| YTD | +34.7% | -26.4% | +61.1% | +50.6% |
| 1Y | +19.4% | -30.4% | +49.9% | +36.8% |
| 3Y | +85.5% | +13.5% | +72.0% | +72.1% |
| All | +190.4% | -39.0% | +229.4% | +239.3% |
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