+154.7%
EWJ vs TRMB
+1,781.0%
-1,626.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.1% |
| 7D | +2.9% | -0.3% | +3.1% | +2.9% |
| 30D | +1.1% | -1.2% | +2.3% | +1.2% |
| 3M | +7.1% | +9.6% | -2.5% | +5.2% |
| 6M | +16.2% | -16.1% | +32.3% | +19.1% |
| YTD | +22.0% | -25.0% | +47.0% | +27.1% |
| 1Y | +26.2% | -27.7% | +53.9% | +32.2% |
| 3Y | +73.5% | +15.3% | +58.2% | +66.5% |
| 5Y | +52.7% | -37.4% | +90.1% | +59.7% |
| 10Y | +138.5% | +117.5% | +21.0% | +100.9% |
| All | +154.7% | +1,781.0% | -1,626.2% | +34.9% |
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