+5,120.9%
ETR vs TRMB
+3,381.2%
+1,739.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.4% |
| 7D | +1.4% | -2.5% | +4.0% | +1.6% |
| 30D | +1.0% | +1.5% | -0.5% | +0.9% |
| 3M | -1.3% | +6.8% | -8.0% | -1.7% |
| 6M | +1.9% | -14.9% | +16.8% | +2.6% |
| YTD | +18.2% | -24.1% | +42.3% | +19.7% |
| 1Y | +24.7% | -25.4% | +50.1% | +26.4% |
| 3Y | +150.7% | +8.0% | +142.7% | +148.0% |
| 5Y | +127.0% | -37.3% | +164.3% | +129.8% |
| 10Y | +295.5% | +116.8% | +178.7% | +274.6% |
| All | +5,120.9% | +3,381.2% | +1,739.7% | +4,445.7% |
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