-14.6%
EW vs TRMB
-38.3%
+23.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +11.0% | -16.7% | +27.7% | +16.2% |
| 30D | +19.1% | -9.9% | +29.0% | +21.5% |
| 3M | +14.4% | -7.6% | +21.9% | +15.3% |
| 6M | +22.8% | -14.7% | +37.4% | +26.8% |
| YTD | +19.8% | -30.9% | +50.8% | +32.2% |
| 1Y | +23.9% | -31.3% | +55.2% | +36.7% |
| 3Y | +52.2% | +29.4% | +22.8% | +25.2% |
| All | -14.6% | -38.3% | +23.7% | +2.2% |
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