+296.9%
ETR vs TRMB
+120.9%
+176.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.8% |
| 7D | +0.4% | -2.9% | +3.3% | +0.9% |
| 30D | +2.0% | -1.8% | +3.8% | +2.3% |
| 3M | -1.7% | +8.4% | -10.1% | -3.4% |
| 6M | +3.6% | -18.5% | +22.1% | +7.0% |
| YTD | +18.0% | -26.7% | +44.8% | +24.2% |
| 1Y | +26.2% | -28.3% | +54.5% | +33.1% |
| 3Y | +148.0% | +12.6% | +135.4% | +135.4% |
| 5Y | +126.1% | -38.7% | +164.8% | +138.1% |
| All | +296.9% | +120.9% | +176.0% | +206.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling