+236.1%
EW vs TRMB
+96.4%
+139.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +9.3% | -16.6% | +25.8% | +15.0% |
| 30D | +22.1% | -8.9% | +30.9% | +24.5% |
| 3M | +13.0% | -6.3% | +19.3% | +13.8% |
| 6M | +30.1% | -10.0% | +40.0% | +32.3% |
| YTD | +22.0% | -30.1% | +52.1% | +34.9% |
| 1Y | +23.7% | -31.3% | +55.0% | +37.4% |
| 3Y | +62.0% | +30.8% | +31.2% | +36.1% |
| 5Y | -12.4% | -35.9% | +23.5% | -5.1% |
| 10Y | +236.1% | +101.7% | +134.3% | +164.4% |
| All | +236.1% | +96.4% | +139.6% | +164.4% |
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