+6,438.2%
EW vs TRMB
+1,341.7%
+5,096.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | -0.3% | -2.5% | +2.2% | +0.1% |
| 30D | +1.0% | +1.5% | -0.5% | +0.7% |
| 3M | +2.8% | +6.8% | -4.0% | +1.5% |
| 6M | +5.5% | -14.9% | +20.4% | +7.9% |
| YTD | +5.5% | -24.1% | +29.6% | +9.6% |
| 1Y | +11.0% | -25.4% | +36.4% | +15.6% |
| 3Y | +17.7% | +8.0% | +9.7% | +14.2% |
| 5Y | -25.7% | -37.3% | +11.6% | -22.3% |
| 10Y | +132.8% | +116.8% | +16.0% | +104.0% |
| All | +6,438.2% | +1,341.7% | +5,096.5% | +4,644.4% |
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 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