+7,595.3%
EW vs TRMB
+1,269.2%
+6,326.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | +1.2% |
| 7D | +6.5% | +4.1% | +2.4% | +5.8% |
| 30D | +22.5% | -5.1% | +27.5% | +22.9% |
| 3M | +13.0% | -2.6% | +15.6% | +12.8% |
| 6M | +37.1% | -2.7% | +39.8% | +36.7% |
| YTD | +24.1% | -27.9% | +52.0% | +29.5% |
| 1Y | +24.2% | -29.0% | +53.3% | +29.9% |
| 3Y | +64.8% | +35.0% | +29.8% | +54.0% |
| 5Y | -7.4% | -33.9% | +26.5% | -4.2% |
| 10Y | +248.8% | +106.1% | +142.7% | +206.6% |
| All | +7,595.3% | +1,269.2% | +6,326.1% | +5,502.1% |
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