+69.8%
EWJ vs TRMB
+11.9%
+57.9%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.5% |
| 7D | +1.0% | -2.9% | +3.9% | +1.6% |
| 30D | +1.0% | -1.8% | +2.8% | +1.3% |
| 3M | +7.2% | +8.4% | -1.2% | +4.8% |
| 6M | +13.9% | -18.5% | +32.4% | +19.1% |
| YTD | +20.8% | -26.7% | +47.5% | +29.5% |
| 1Y | +26.4% | -28.3% | +54.7% | +36.0% |
| All | +69.8% | +11.9% | +57.9% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling